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backtest problem with trailing stop on a daily chart

  #4 (permalink)

San Diego, USA
Trading Experience: Intermediate
Platform: MC
Favorite Futures: All
Posts: 48 since Aug 2016
Thanks: 7 given, 14 received

SMCJB View Post
Apologies if you already know this but since you mention TS, I thought I would mention it just in case.
In Tradestation there is a special feature purely to do what you want.

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No worries as any help is much appreciated.
Yes, i have seen it and used it. The problem here is that 1 minute data for TS is limited. I am not sure why but for some instruments data is more less ok in terms of look back period for 1 minute and in some cases it is very short. For instance, when backtesting continious non-adjusted ES futures, i got the following message from TS:

- You strartegy will begin calculating on 09/28/2000 but the data required for Look-Inside-Bar Back-testing is only available starting on 08/25/2016. Strartegy calculation prior to 08/25/2016 will not use Look-Inside-Bar testing.

That is way too short. May be i need to load up the quotes first somehow, not sure about that. ?

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