John W Regular  Posts: 96 Joined: 6/18/2011 Location: Sydney, NSW, Australia  User Profile | It appears that the Advisor and PortSim do not use the correct exit price when the market opens below the stop and the market then reverses and rises. The market open price is below the stop and should be used in the calcs, but instead the higher stop price is being used incorrectly. This can lead to significant errors in backtesting and ongoing profitability reporting in Port Sim. The Advisor and PortSim do work correctly where the market opens below the stop price and the market then continues to fall below the open price. In that case the market open price is correctly used for the calc. An example is shown below using the default broker Trade Plan: [Edited by John W on 5/24/2021 12:47 AM]  Attached file : incorrectstopcalc.jpg (231KB - 600 downloads) |
