I use ATR as stop loss. In the case of GBPCHF, 1 ATR(14) amounts to about 28 pips in a normal day.
When I backtest, the Stop Loss kicks off sometimes, but when I use the Real Time simulator to paper trade, I almost always get stopped out by my stop loss. If the day after I run the backtest, often I don't.
I guess it's due to the fact that the Real Time simulator uses the Bid/Ask prices (which is already 10 pips with Gain!), so a small movement of 15 pips + spread can already kick in the stop loss.
Am I correct or there is another plausible reason for this to happen?
If this is the reason, how can I amend it practically? When I backtest the model it's very good, but when I use the simulator many times the positions are stopped out before they start to be profitable.
Thank you
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