Hi all,
I was doing some backtesting using amibroker autoanalysis. I am using N-bar stop option under Settiings --> Stops tab. This options let me choose how many bars to hold before booking profit. Setting this option is changing the number of trades one can get. Can someone please explain as why the number of trades are different when I change this option? I got the following variation which I do not understand.
Days Held # Trades
2 47
3 31
4 26
5 22
6 16
7 16
I am attaching the screenshot for setting the bars to hold option.
thank you
nagarjuna
I was doing some backtesting using amibroker autoanalysis. I am using N-bar stop option under Settiings --> Stops tab. This options let me choose how many bars to hold before booking profit. Setting this option is changing the number of trades one can get. Can someone please explain as why the number of trades are different when I change this option? I got the following variation which I do not understand.
Days Held # Trades
2 47
3 31
4 26
5 22
6 16
7 16
I am attaching the screenshot for setting the bars to hold option.
thank you
nagarjuna