Inconsistency between OP_BUYSTOP vs OP_SELLLIMIT, and OP_SELLSTOP vs OP_BUYLIMIT

 

Dear forum,

I have an EA which i've been testing with OP_BUYSTOP, it was consistently performing very poorly and so I thought that if I change the orders to OP_SELLLIMIT I could start trying to test variations of what could be a profitable EA.


It turns out that the EA opens a different number of orders over a 3 year period. For example, the original EA on EUR/chf has 323 orders using OP_SELLLIMIT, and the inverse EA has 195 using OP_BUYSTOP. The EA's are identical in all respects except for this change (and naturally the appropriate switches of TP with the SL so that the order can actually be opened and is the inverse of the original). No errors are occuring [I know all about the amateur mistakes of incorrect TP/SL placement so trust me it's not this] and i've done a visual check to see that the charts are identical for the original EA and the inverse EA. The same number of pending orders are placed, and at the same value, the only difference is that the pending order isn't triggered even though a bar crosses over its level.


Is my mistake due to the Bid/Ask spread or something to do with slippage (i don't know how slippage works in test mode) or problems with the tester? I suspect it is the first but i'm a little bit confused about the bars on the chart, do they display the max/min value that both bid and ask have jointly reached? And does the tester have any known issues with this sought of thing?


What is the best strategy I should use? Should I change my inverse EA's opening price by the Bid/Ask spread, or is it a better approach to change slippage?


PS. I only ever test with 90% accuracy on every tick mode [so no mismatched bar issues etc], and i'm using a 3 year time period. I picked EUR/chf as an example but this has also happened on the 4 or so other pairs I tested.


Thanks so much in advance!

Sjfit4

 

A) It takes more than swapping Buy & Sell to change a bad EA into a good EA

B) Without knowing your trading algorithm, it is impossible to know why 323 orders becomes 195. For example, if it only allows one trade at a time, then a (successful?) trade open for a long time might reduce the trade count.

 
Sjfit4:

Is my mistake due to the Bid/Ask spread or something to do with slippage

You mistake is not posting the code, No mind readers here.
Reason: