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Strange Error in Historical testing of NZDUSD
Terry
 Post subject: Strange Error in Historical testing of NZDUSD Post rating: 0   New post Posted: Wed 10 Oct, 2012, 07:57 
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Joined: Mon 02 Apr, 2012, 09:22
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Location: United Kingdom, London
To Dukascopy Support,

I was back-testing a strategy for NZDUSD for the month of February 2012. I came across a strange error that on 8:30 A.M. 23rd Feb the strategy suddenly makes a loss of 8294 pips even though a stop loss of 100 pips is in place.

This error comes across in all the different strategies that I have tested. I request you to tell me whether this error comes across only in historical testing or in live accounts as well because if it does, any live account would be wiped off within seconds.

I also request you to tell me why this happens and to suggest a way to modify the strategy so that the live account could be protected from such sudden and huge losses.

I am attaching one of the strategies that I used, its results and its historical tester settings.

Regards,

Terry.


Attachments:
GroupStrat_Results_2.pdf [321.88 KiB]
Downloaded 324 times
GroupStrat_Results_1.pdf [199.51 KiB]
Downloaded 287 times
GroupStrat.java [22.31 KiB]
Downloaded 289 times
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