"Too" good results with backtest

[raffu]

Hi,


What is the easiest way to avoid unnecesarily good results in a backtest, ex.
if next bar after enter xxx limit order will be filled and if target limit or stop limit is reached at same bar update, enter and exit is done during the same "bar".

This not necesarily right if real time data is used (trending to other direction), should bars be divided to smaller parts and stop loss or target to be set after entering the order or are there any other good ways to avoid that?

[NinjaTrader_Tim]

Hi raffu,

You can dynamically change your SetStopLoss() and/or SetProfitTarget() and place it in a condition. For example, you can use BarsSinceEntry() then place or adjust your Set()'s.

Modifying Set()'s - http://www.ninjatrader.com/support/f...ead.php?t=3222

BarsSinceEntry() - http://www.ninjatrader-support.com/H...BarsSinceEntry

Additionally, while I haven't personally explored this code, you may find it helpful - http://www.ninjatrader.com/support/f...d=2&linkid=253