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Ambiguity

 

 

 

Category

Strategy Elements

Description

Specifies what assumptions to make when there is price sequence ambiguity in a test

Choices

Stop - always exit at the stop price if that price was touched (most pessimistic case)

Neither - do not exit if exit price can not be determined without ambiguity (default)

Target - always exit at the target (limit) price if that price was touched (most optimistic case)

Notes

This constant specifies what RealTest should do in a trade where more than one outcome could occur within the same bar and where a smaller timeframe bar would be required to know which outcome happened first.

One example is a target and stop both being hit within a wide-range bar.

Another is a limit order entry and target exit price within a single bar.

By default, RealTest does not exit a position on a target or stop if there’s any ambiguity.

 

 

 

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