My optimization data setting is from 2011.01.01 to 2012.01.01 and my chart data is from 1999.01.04 to the present.
Journal messages:
2012.08.18 10:16:55 2011.01.07 07:05 Tester: order #62 is closed [last entry]
2012.08.18 10:16:55 2011.01.07 07:05 1ma__atr: stopped because of Stop Out
2012.08.18 10:16:55 2011.01.07 06:25 1ma__atr EURUSD,M5: committing 13412 of 13997.72 (95.82%) & risking -747.24 (3.49%) to gain 1350.78
2012.08.18 10:16:55 2011.01.07 06:25 1ma__atr EURUSD,M5: open #62 sell 4.79 EURUSD at 1.29861 sl: 1.30017 tp: 1.29579 ok
Journal messages:
2012.08.18 10:16:55 2011.01.07 07:05 Tester: order #62 is closed [last entry]
2012.08.18 10:16:55 2011.01.07 07:05 1ma__atr: stopped because of Stop Out
You got a Margin call.
That is interesting since my Stop Loss was set at 1.30017 which would have resulted in a loss of $747.04.
However, the program executed a stop at 1.29990 resulting in a loss of $617.91.
The high Bid for that 2011.01.07 07:05 bar was 1.29993.
Why would backtesting cease to continue till my testing stop date od 2012.01.01 since the account had $13,997.72 before the trade?
That is interesting since my Stop Loss was set at 1.30017 which would have resulted in a loss of $747.04.
However, the program executed a stop at 1.29990 resulting in a loss of $617.91.
The high Bid for that 2011.01.07 07:05 bar was 1.29993.
Why would backtesting cease to continue till my testing stop date od 2012.01.01 since the account had $13,997.72 before the trade?
- Once you are stopped out, that test is over.
- Not only do you need to calculate margin required to open. You need to calculate the available margin at the most unfavorable excursion (i.e. SL) to avoid a margin call/stop out. See my code.
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I am running Windows XP x64 OS and when I optimize my EA program using a year backtest, it stops within 1 week.
What would cause the optimation to initiate a premature Stop Out?