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Ambiguity

 

 

 

 

Category

Strategy Elements

Description

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

Choices

Default - assume that if Close > Open then Low preceded High, or if Close < Open then High preceded Low (best guess)

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

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

Neither - do not exit if exit price can not be determined with zero ambiguity (most strict)

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 for sure 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 within a single bar.

The "Default" (best guess) choice is used if Ambiguity is not specified, and in most situations this will provide the most realistic results.

In order to see how often this setting is being applied, run your test with TestOutput: Log and then search the log file for the word "assuming".

 

 

 

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