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Dodgy Backtest Example For mq4

Topic: Dodgy Backtest Example For mq4

You may get profitable experts in backtests if orders are filled and exited in the same bar. This is usually an error due to the limitations of backtesting on data with longer timeframes than the trading strategy.

Backtest results will always be unreliable if an order is filled and exited on the same bar unless the entry is on the open or the exit on the close. This is because it is impossible to tell the price action within the bar.

backteste image

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_GrailExpertMAV1_0.mq4 6.38 kb, 4 downloads since 2015-01-13 

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