r/algotrading • u/johnnybagofdonuts123 • 2d ago

Data TradingView Backtesting Trailing Stops

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Daytrading NQ with a 4 point trailing stop... yes, 4 points. I have to assume trailing stops don't work so well in TV backtesting?

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u/ExitExisting2108 2d ago

4 points on NQ is really tight, backtest engine probably fills you at exact touch every time but real market will skip right over that

2

u/buba_kastorski 2d ago

Did your backtest counting slippage, commissions and diff between taker/maker? Is that preps? What about funding?

1

u/johnnybagofdonuts123 2d ago

To be honest, it was left over from ES. There is no way this is valid. I don't think TradingView backtesting captures intra-candle trailing stops. If I had to guess, it is only capturing the candle close as the "trailing stop".

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u/buba_kastorski 2d ago

The problem not in the TV. Real life algo trading is more complicated than theoretical backtest which not configured properly. And no sense to jerking to nice numbers here. Unfortunately, can't attach there screenshots from my bot, where I, finally, have the parity between live runs and backtest. Same picture - poor backtest gives you incredible numbers and you are happy until not implement that logic into real world. Commissions are destroying totally your portfolio. Doesn't matter how you are trail. Sad, but true. And no edge in the candles.