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Aloha,
Trying to have my program sell short the TF, once certain parameters are met. When I go to backtest the strategy it is not performing how I expected, with it selling short and then immediately triggering stop loss on days when there is a ski slope down. What am I missing? Since I am selling short, does the STP and TGT need to be negative?
Mahalo
Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.
"Since I am selling short, does the STP and TGT need to be negative?" - No, the strategy will figure that out.
Why do you include the stop and target within the entry condition? This means they are only active when the entry conditions are. So you will likely have times when you are in the market, but without a stop and target.
