geraked / metatrader5

Implementation of Trading Strategies for Backtesting in MetaTrader 5
MIT License
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Improving Backtest Outcomes: Addressing Negative Position Impacts and Parameter Optimization #4

Open mrbf opened 6 months ago

mrbf commented 6 months ago

Thank you for the excellent work that has been done. When I perform a backtest, for example, on BBRSI expert, over 5-minute timeframe for the past three months, the initial $1,000 can even reach $8,000. However, at the end of the test, when all positions are supposed to be closed, $8,000 dwindles to $1,800. This indicates that the open positions are highly negative and that this drastic reduction is caused by them being forcibly closed. Additionally, the Ignore SL (Stop Loss) option is set to False.

To prevent this situation, what would you suggest? Can changing the input parameters avoid this outcome? If yes, which input parameters are effective?

Thank you again for the great work and I hope for continued improvement and development.