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Exit on friday - Backtest stops after first friday
Started:April 26th, 2015 (09:18 AM) by cago Views / Replies:571 / 10
Last Reply:May 2nd, 2015 (06:46 PM) Attachments:1

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Exit on friday - Backtest stops after first friday

Old May 2nd, 2015, 06:46 PM   #11 (permalink)
Elite Member
Zurich, Switzerland
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: iqfeed
Favorite Futures: Stocks, Forex
cago's Avatar
Posts: 6 since Oct 2011
Thanks: 10 given, 1 received

OK guys, thank you so much aganin for your help!
It exits now on friday. But that function is triggered very rarely. So it doesn't really have an influence on the result.

Nevertheless, I attached this code for backtesting entries on their "percent profitable". For those who wanna use it.

-> For Forex, turn "exit on close" off and "exit on friday" on.
-> The entry rule is of course just an example.
-> "Bars since Entry" is there for the exit since we just wanna compare how good the entry rule is. If you have a similar result on several values (like exit after 2, 4 and 6 bars) thats a good sign.

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Register to download File Type: cs EntryTest 3.cs (5.3 KB, 4 views)
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