Apprentice,
I have been backtesting the strategy since strategy provided and I have found some cases the TrailingStopStrategy Add-on skips a Take Profit Level. Please find below the settings I am using for the examples I am presenting below:
Backtest Period:From: 01/01/2017 To: 10/27/2017
Strategy Settings:
- Strategy Settings
Example 1:
- Example 1
In this example despite price extended below the Level5 @ 200 pips, Trade closed at Level3 @ 120 pips and ignored the Level4 @ 160 pips. Trade Date 06/02/17
Example 2:
- Example 2
In this example despite price extended below the Level5 @ 200 pips, Trade closed at Level3 @ 120 pips and ignored the Level4 @ 160 pips. Trade Date 08/30/2017
Example 3:
- Example 3
In this example I am not sure if Level4 should have been triggered because price just spiked at that level and did not produce a close at that level to mark it. Despite that, price made a close below Level3 @ 120 pips, yet the trade was closed at Level1 @ 40 pips and missed the Level2 @ 80 pips. Trade Date 03/30/2017
I would greatly appreciated your feedback,
Thank you in advance,
Captain