I have the following issue.
I designed a strategy that on many occasions has more than one entry before it closes a position.
Especially hen an entry is losing, it opens up new ones in orde to average the price between them.
This results in a general discrepancy of the way orders are executed and closed in the back-test when compared with the real trading mode.
In the backtest each new entry appears as a unique one and each profit/loss is unique to each unique entry whereas the real trading mode if I have 5 entries...with each new entry, as the average entry price adjusts, the profit and stop loss adjust to that one average price. This results in 5 entries with one stop loss and one profit taker.
Can someone give me an advice on how to solve this? Is there a way how I can see in the backtest processing of the strategy in the same way it does in live trading?
Thanks.
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