Bug in Strategy Tester stop loss
yoyoyip:
Do you know what the spread is ? A buy is triggered at Ask price, your chart shows Bid prices.
I am using CTrailingPSAR trailing class, there were two stop losses triggered at 2014.06.19 00:35 and 2014.06.09 01:01, the stop losses not supposed to be triggered. Below is the journal captured:
The bar at 00:35 high was 1.35878, but triggered boy at price 1.35886.The bar at 01:01 high was 1.35873, but triggered buy at price 1.35884.
Is this bug in strategy tester bug?
Thanks angevoyageur for your help, I found you have answered the similar question at https://www.mql5.com/en/forum/15373.
Strategy Tester and spread evolution
- www.mql5.com
Bonus question : Did the spread value used for the simulation is the lowest ( I am probably joking ;) ), the average, or the highest real spread of the minute ? - - Category: general
yoyoyip:
Thanks angevoyageur for your help, I found you have answered the similar question at https://www.mql5.com/en/forum/15373.
You are welcome.
Thanks angevoyageur for your help, I found you have answered the similar question at https://www.mql5.com/en/forum/15373.
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I am using CTrailingPSAR trailing class, there were two stop losses triggered at 2014.06.19 00:35 and 2014.06.09 01:01, the stop losses not supposed to be triggered. Below is the journal captured:
2014.06.28 22:23:37.342 2014.06.19 01:01:00 order performed buy 0.10 at 1.35884 [#5 buy 0.10 EURUSD at 1.35884]
2014.06.28 22:23:37.342 2014.06.19 01:01:00 deal performed [#5 buy 0.10 EURUSD at 1.35884]
2014.06.28 22:23:37.342 2014.06.19 01:01:00 deal #5 buy 0.10 EURUSD at 1.35884 done (based on order #5)
2014.06.28 22:23:37.342 2014.06.19 01:01:00 stop loss triggered sell 0.10 EURUSD 1.35865 sl: 1.35884 tp: 1.35365 [#5 buy 0.10 EURUSD at 1.35884]
2014.06.28 22:22:51.300 2014.06.19 00:56:00 CTrade::OrderSend: modify EURUSD (sl: 1.35884, tp: 1.35365) [done]
2014.06.28 22:22:51.300 2014.06.19 00:56:00 position modified [sell 0.10 EURUSD 1.35865 sl: 1.35884 tp: 1.35365]
2014.06.28 22:22:38.246 2014.06.19 00:55:15 CTrade::OrderSend: modify EURUSD (sl: 1.35886, tp: 1.35365) [done]
2014.06.28 22:22:38.246 2014.06.19 00:55:15 position modified [sell 0.10 EURUSD 1.35865 sl: 1.35886 tp: 1.35365]
2014.06.28 22:22:14.183 2014.06.19 00:52:35 CTrade::OrderSend: modify EURUSD (sl: 1.35889, tp: 1.35365) [done]
2014.06.28 22:22:14.183 2014.06.19 00:52:35 position modified [sell 0.10 EURUSD 1.35865 sl: 1.35889 tp: 1.35365]
2014.06.28 22:20:53.720 2014.06.19 00:39:00 CTrade::OrderSend: instant sell 0.10 EURUSD at 1.35865 sl: 1.36365 tp: 1.35365 [done at 1.35865]
2014.06.28 22:20:53.720 2014.06.19 00:39:00 order performed sell 0.10 at 1.35865 [#4 sell 0.10 EURUSD at 1.35865]
2014.06.28 22:20:53.720 2014.06.19 00:39:00 deal performed [#4 sell 0.10 EURUSD at 1.35865]
2014.06.28 22:20:53.720 2014.06.19 00:39:00 deal #4 sell 0.10 EURUSD at 1.35865 done (based on order #4)
2014.06.28 22:20:53.720 2014.06.19 00:39:00 instant sell 0.10 EURUSD at 1.35865 sl: 1.36365 tp: 1.35365 (1.35865 / 1.35873 / 1.35865)
2014.06.28 22:20:35.836 2014.06.19 00:35:59 order performed buy 0.10 at 1.35886 [#3 buy 0.10 EURUSD at 1.35886]
2014.06.28 22:20:35.836 2014.06.19 00:35:59 deal performed [#3 buy 0.10 EURUSD at 1.35886]
2014.06.28 22:20:35.836 2014.06.19 00:35:59 deal #3 buy 0.10 EURUSD at 1.35886 done (based on order #3)
2014.06.28 22:20:35.836 2014.06.19 00:35:59 stop loss triggered sell 0.10 EURUSD 1.35859 sl: 1.35886 tp: 1.35359 [#3 buy 0.10 EURUSD at 1.35886]
2014.06.28 22:19:19.560 2014.06.19 00:26:00 CTrade::OrderSend: modify EURUSD (sl: 1.35886, tp: 1.35359) [done]
2014.06.28 22:19:19.560 2014.06.19 00:26:00 position modified [sell 0.10 EURUSD 1.35859 sl: 1.35886 tp: 1.35359]
2014.06.28 22:19:09.243 2014.06.19 00:24:00 CTrade::OrderSend: modify EURUSD (sl: 1.35889, tp: 1.35359) [done]
2014.06.28 22:19:09.243 2014.06.19 00:24:00 position modified [sell 0.10 EURUSD 1.35859 sl: 1.35889 tp: 1.35359]
2014.06.28 22:19:03.053 2014.06.19 00:23:00 CTrade::OrderSend: modify EURUSD (sl: 1.35891, tp: 1.35359) [done]
2014.06.28 22:19:03.053 2014.06.19 00:23:00 position modified [sell 0.10 EURUSD 1.35859 sl: 1.35891 tp: 1.35359]
2014.06.28 22:18:52.062 2014.06.19 00:21:00 CTrade::OrderSend: modify EURUSD (sl: 1.35895, tp: 1.35359) [done]
2014.06.28 22:18:52.062 2014.06.19 00:21:00 position modified [sell 0.10 EURUSD 1.35859 sl: 1.35895 tp: 1.35359]
2014.06.28 22:18:49.311 2014.06.19 00:20:00 CTrade::OrderSend: modify EURUSD (sl: 1.35896, tp: 1.35359) [done]
2014.06.28 22:18:49.311 2014.06.19 00:20:00 position modified [sell 0.10 EURUSD 1.35859 sl: 1.35896 tp: 1.35359]
2014.06.28 22:18:45.888 2014.06.19 00:19:00 CTrade::OrderSend: modify EURUSD (sl: 1.35899, tp: 1.35359) [done]
2014.06.28 22:18:45.888 2014.06.19 00:19:00 position modified [sell 0.10 EURUSD 1.35859 sl: 1.35899 tp: 1.35359]
2014.06.28 22:18:37.633 2014.06.19 00:18:04 CTrade::OrderSend: modify EURUSD (sl: 1.35901, tp: 1.35359) [done]
2014.06.28 22:18:37.633 2014.06.19 00:18:04 position modified [sell 0.10 EURUSD 1.35859 sl: 1.35901 tp: 1.35359]
2014.06.28 22:18:36.946 2014.06.19 00:18:00 CTrade::OrderSend: instant sell 0.10 EURUSD at 1.35859 sl: 1.36359 tp: 1.35359 [done at 1.35859]
2014.06.28 22:18:36.946 2014.06.19 00:18:00 order performed sell 0.10 at 1.35859 [#2 sell 0.10 EURUSD at 1.35859]
2014.06.28 22:18:36.946 2014.06.19 00:18:00 deal performed [#2 sell 0.10 EURUSD at 1.35859]
2014.06.28 22:18:36.946 2014.06.19 00:18:00 deal #2 sell 0.10 EURUSD at 1.35859 done (based on order #2)
2014.06.28 22:18:36.946 2014.06.19 00:18:00 instant sell 0.10 EURUSD at 1.35859 sl: 1.36359 tp: 1.35359 (1.35859 / 1.35867 / 1.35859)
The bar at 00:35 high was 1.35878, but triggered boy at price 1.35886.
The bar at 01:01 high was 1.35873, but triggered buy at price 1.35884.