All Orders Closed at Stops ???

 

In regard to using 'strategy tester' does anyone know why all orders are closed at 11.59 (midnight of chosen test date) resulting in massive losses?

I can't get valed results as tests end up with massive losses due to all open orders being closed at conclusion of a strategy test.

 
cogs:

In regard to using 'strategy tester' does anyone know why all orders are closed at 11.59 (midnight of chosen test date) resulting in massive losses?

I can't get valed results as tests end up with massive losses due to all open orders being closed at conclusion of a strategy test.

That's how the tester works, at the end of the testing cycle, it closes all positions. If closing your positions results in massive losses, that's a different issue.

 
cogs wrote >>

In regard to using 'strategy tester' does anyone know why all orders are closed at 11.59 (midnight of chosen test date) resulting in massive losses?

I can't get valed results as tests end up with massive losses due to all open orders being closed at conclusion of a strategy test.

Bit of a nuiscance really.

If you open a trade you are instantly in -$ which is normal due to spread so it only stands to reason that trades would still be open at any running date and time, hence if you instantly closed them (as the strategy tester does) you will have instant losses.

Why can't the tester finish testing at a given date with trades still open? this would provide complete and true running testing.

Is there an option somewhere I can set the tester to do this?