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Is everything sold on the last day of the backtest?

TradEAsy simulations produce sequential points according to the order of the closing operations.

Nevertheless, what will happen if we get to the end of the backtest and it has not closed any order? What will happen is that it would make an automatic closing of all the opened orders. This is made this way so that all operations results are reflected.

Occasionally, backtest will end before the end date we have defined in the simulation. If this is the case, it occurs because in the simulation losses had reached the point where it is not possible to open new orders.

Lastly, mention a usual case that happens in tradEAsy when working with a system where there is no exit rule for closing in losses, but we demand the robot that closes only when there are profits.

In the case above-mentioned, what happens is that the robot is closing the orders only in profits. But when an order in losses appears, the robot does not close it. Until it becomes unsustainable, forcing the account bankruptcy. This is the usual aspect in those cases:

Usually, it is thought that it is “bad luck” that precisely in the last operation the robot losses that much, but the truth is that it could be an operation that has been opened for months, but it closes only when the loss is unsustainable or at the end of the backtest.

TIP: you may work with exit rules that assume the loss and limit the risk. Generating strategies where we only require closing in profits, we are limiting the benefit with an unlimited risk. Just the contrary of what we should do.

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