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Performance Report Skewed


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Performance Report Skewed

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 guppy 
Los Angeles, CA
 
Experience: Advanced
Platform: Tradestation
Broker: Tradestation
Trading: ES,HG,GC,YM,Nq,RB,NG
Posts: 52 since Aug 2011
Thanks Given: 11
Thanks Received: 8

I tried posting this earlier but forgot to fill in the summarize your question so forgive me if im double posting but i couldnt fine my intial post so im assuming it never went through. Here is my questions:

I notice that when using setstoploss() and settargetprofit() in a strategy with barmagnifier and intra-day 1 minute choosen. The performance report is always showing better results per each trade due to the way multicharts calculates its baktesting results using the O H L C. I cannot use ticks as it will work but there isnt enough historical data for tick data. With intra-day barmagnifier on minute data i have years worth of historical data but then the performance results of each trade are skewed. What is the work around for this so that my exit orders if i say i want profit of 50 dollars will show up as 50 and not skewed for better results?

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Last Updated on June 7, 2012


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