Hello,
I programmed my strategy in Ninja, and I first ran a backtest today, and I dont understand the results of the backtest. For instance, I got a buy signal in the ES yesterday (July 15th), buying at 1089, at 14:40, and this is right; but then there is also a stop loss hit at 1086.75 at 14:40. This is wrong, because once the market hit 1089 yesterday, it never came back to 1086.75; the lowest was 1088.50. I am running the strategy on 5 min charts, and the bar that triggered the signal has a low at 1086, but this was the start of the move, not the end of the move...
How can I resolve this problem? With such a logic in the simulator, it is impossible to backtest any strategy... My data feed is zenfire. Would imported tick by tick data solve the problem?
Thank you,
Guillaume
I programmed my strategy in Ninja, and I first ran a backtest today, and I dont understand the results of the backtest. For instance, I got a buy signal in the ES yesterday (July 15th), buying at 1089, at 14:40, and this is right; but then there is also a stop loss hit at 1086.75 at 14:40. This is wrong, because once the market hit 1089 yesterday, it never came back to 1086.75; the lowest was 1088.50. I am running the strategy on 5 min charts, and the bar that triggered the signal has a low at 1086, but this was the start of the move, not the end of the move...
How can I resolve this problem? With such a logic in the simulator, it is impossible to backtest any strategy... My data feed is zenfire. Would imported tick by tick data solve the problem?
Thank you,
Guillaume
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