Backtests using OHLC open and close in the same candle

 

Hi, 

I'm trying a strategy that increases a lot the results when I use shorter stop losses

Since I use OHLC 1 minute, I understand that short stop losses can lead to misleaded results. 
Is it posssible to consider in the backtests that any trade that open and reach the stop loss in the same candle is a loss? 
I understand that, by default, the MT5' backtest consider that price reachs the stop loss point before reaching the point that triggers the trade... I would likle to test the inverse.


Thanks a lot!

 
phtomich:
I'm trying a strategy that increases a lot the results when I use shorter stop losses

what do you mean by shorter stop losses?

phtomich:
Is it posssible to consider in the backtests that any trade that open and reach the stop loss in the same candle is a loss? 

every trade that hit stoploss is a loss trade it doesn't matter if it's backtest or not

 
I do not understand the problem but it is not logical to use OHLC M1 when you already know there are very close stop losses. I would say go for every tick.
 
Luandre Ezra #:

what do you mean by shorter stop losses?

every trade that hit stoploss is a loss trade it doesn't matter if it's backtest or not

By short stop loss I mean stop losses range that hit the trigger and the sttop loss in the same OHLC 1min candle. Imagine that any config triggered a buy order above the previus max. If the stop loss is small enough, the next OHLC can hit the trigger first and the stop loss in sequence. That situation I understand that the backtest doesn't consider as a loss, because it considers that the trigger was hit after. So, if this is right, not every trade that hit stop loss is a loss.


 
Yashar Seyyedin #:
I do not understand the problem but it is not logical to use OHLC M1 when you already know there are very close stop losses. I would say go for every tick.


I don't use every tick because it is totally biased, once it always go through the same way.