Back testing showing wrong data

Tejas_sonawane · February 8, 2019, 3:02pm

I have created simple strategy
for Entry:
prev n(close,-1,day) higher than opening range(open,min)

For Exit:
time is 15:15

When i backrest it from 10-Jan-2019 to 8-Feb-2019 it produce following result, It have generated 3 signals, Out of it 2nd single is wrong.

Trigger date	Equity	Buy/Sell	Qty	Price	Cumulative P&L	Trigger Type
1/29/2019 9:16	NSE_BIOCON	BUY	100	645.65	0	EN
1/29/2019 15:15	NSE_BIOCON	SELL	-100	648.2	255	SO
**	1/31/2019 9:16	NSE_BIOCON	BUY	100	648.65	255
**	1/31/2019 15:15	NSE_BIOCON	SELL	-100	647.25	115
2/1/2019 9:16	NSE_BIOCON	BUY	100	649	115	EN
2/1/2019 15:15	NSE_BIOCON	SELL	-100	664.95	1710	SO

My question is
Why it took trade on 31st Jan?
Please let me know if you want additional details.

Renko_Jhunjunwala · February 8, 2019, 6:43pm

Buddy I got a feeling that you are going wrong somewhere because I am seeing perfect results when I backtest the same strategy. You can see my screenshot

Tejas_sonawane · February 9, 2019, 8:13am

Thanks Buddy, when i retest it it seems working properly.
just wanted one more thing, is there any option that we can trail the stop loss ?

Streak · February 9, 2019, 10:52am

Hi @tejas

Backtest results are as expected, please write to our support[@]streak.tech we will be happy to guide you.