Comment on EA's for auto buy/sell signals - Pi

Sravan commented on 31 May 2015, 01:37 AM

1. How to reference the long price in back testing exit long script. If I want to test strategy where I exit long if some condition is satisfied or there is loss of 40 points from buy price, how do i code it in exit long script.i.e how to put stoploss in the backtesting script.
2. While backtesting index futures, I can only select current futures and expired charts are not available. Backtesting against near month futures makes sense since volumes will be more in near month i,e if i want to test june future, it should use may future to test last month since volumes will be there and april future 2 months before instead of testing june future in may and april since trading activity happens there.
To conclude availability of index data against near month futures across the months would be very helpful.

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