[amibroker] Backtesting when trades last 1 bar???

["Brooks Rimes" <brooks@xxxxxxxxxxx>]

I'm seeing some too good to be true results when doing backtesting and the
trade lasts just one bar.

Here is one example of the stop logic on 5 minute bars of YM with random
entries:

StopPoints = Optimize("StopPoints",2,1,25,1);
ApplyStop( stopTypeTrailing, stopModePoint, Stoppoints, 1);

When I optimize, StopPoints 1 to 3 are very profitable while 4+ are losing
strategies.  Maybe not so coincidentally StopPoints of 1 to 3 result in
trades that are 1 bar long.  Stoppoints of 4+ are trades greater than 1 bar
on average.

If could be that the AB stop evaluation logic is giving misleading results.

Would appreciate any thoughts on this and how to correct/allow for it ...

Thanks.



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