Eliminate MFE trades with value of 0

• 06/22/2021 at 7:39 AM #172121
  deletedaccount051022

  Hi,

  Am backtesting a Vectorial system from this wonderful site.  Sorting the results by MFE there are a number of trades with a value of 0, showing that once the position was taken it immediately become loss making and subsequently closed for a loss.

  I am trying to insert a a piece of code to eliminate these trades using a Buy (or SellShort) Stop order however, I still get trades with an MFE value of 0.  I have ticked ‘ProBacktest in tick by tick mode’, am using a spread of 2.4 points for the DOW and set the value EntrySpread to 11 to be sure to clear the spread. Please can someone suggest where I might be going wrong?

  Thank you very much

   

  BUY STOP ORDER CODE

  EntrySpread=11 //ENTER LONG POSITION IF CONDBUY THEN buy positionsize contract at close[1]+EntrySpread stop

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  EntrySpread=11   //ENTER LONG POSITION IF CONDBUY THEN buy positionsize contract at close[1]+EntrySpread stop

  

  deletedaccount051022

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