London, UK
Experience: Beginner
Platform: NinjaTrader, home-grown Java
Broker: IB/IQFeed
Trading: EUR/USD
Posts: 1,085 since Dec 2010
Thanks Given: 471
Thanks Received: 789
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IMHO I find most people expect more than is reasonable from backtesting software. As in most things, it pays to keep things simple. I always make sure that I have very very few trades where the entry and the exit are on the same bar in the backtest results. If your software - NT7, TS, whatever - is hitting exits on the same bar as entries, I think you are asking too much of the software to cope with the situation in a way that reflects real life.
Personally I would programme my own backtesting software to be pessimistic and that if the bar hits both the target and the stop on the same bar, then it chooses the stop.
You can discover what your enemy fears most by observing the means he uses to frighten you.
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