Tweet
Backtesting Exits Stops And Trailing Stops
Has anyone backtested and posted any #s on exit strategies. I trade intraday. I play the nq's (10 contracts) and exits like this:
on entry, stop at -2.5
when +2.5 exit on 3 cars and move stop to breakeven on remaining 7
when +5 exit 4, cancel old stop and move stop to +2
every 5 pts the nqs move in my favor from here on add 2pts to the trailing stop, so if im +10, add 2 to the origonal 2, trailing stop at +4, with a max trailing stop of 5.5 pts from highs.
3 exits if im right and its a good trend. I was thinking selling 3 at +2.5 might be a mistake, costing me big time but I cant code so its kinda hard to backtest.
has anyone tested and posted exit strategies, esp those focusing on id trading?
or can someone work with me on coding this and backtesting it, and maybe make changes looking to maximize gains?
thanks
Has anyone backtested and posted any #s on exit strategies. I trade intraday. I play the nq's (10 contracts) and exits like this:
on entry, stop at -2.5
when +2.5 exit on 3 cars and move stop to breakeven on remaining 7
when +5 exit 4, cancel old stop and move stop to +2
every 5 pts the nqs move in my favor from here on add 2pts to the trailing stop, so if im +10, add 2 to the origonal 2, trailing stop at +4, with a max trailing stop of 5.5 pts from highs.
3 exits if im right and its a good trend. I was thinking selling 3 at +2.5 might be a mistake, costing me big time but I cant code so its kinda hard to backtest.
has anyone tested and posted exit strategies, esp those focusing on id trading?
or can someone work with me on coding this and backtesting it, and maybe make changes looking to maximize gains?
thanks
Comment