If we knew exactly how the price was moving... - page 9

 

Avals писал(а) >> Проверка должна быть типа: если не сработал тейк-профит, то проверяем сработал ли стоп-лосс. Или наоборот. Такое условие вносит зависимость о которой я писал

Yes. This is exactly what happens in the algorithm: if a take is not triggered (it is always further than the loss), then we check the condition for the loss triggering on the same price series and so on each timeout.

True, I open a position in the same TP column that generates the "open" signal... But, it does not seem to contradict anything.

 
Neutron писал(а) >>
Yes, that's exactly what happens in the algorithm: if a take has not triggered (it is always further than the loss), we check the condition for the loss triggering on the same price series reading and it happens on every read.

This is the condition that introduces tails behind the stop in the above scheme. If you check the opposite, first stop and then profit, then the tails will follow the takeaway as the stop decreases.

 
Hmmm...
 
A book on the subject - V. Yakimkin. "Financial Dealing. Technical Analysis".