- ago
A Simple crossover strategy of TQQQ. I'm not sure why strategy is not in the market for almost all of 2019 when the chart shows it should enter a position in April 2019 at the crossover and exit in April 2020 when they moving averages cross again. I have retain NSF positions unchecked.


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Cone8
 ( 25.44% )
- ago
#1
Assuming you're using 100% of equity sizing with little or no margin, It looks lithe trade would have been rejected because of the gap up after the signal day.

Add margin or don't using 100% of equity.

Alternatively, you can switch the basis price to "Market Open Next Bar" to prevent missed trades for this reason in a backtest.
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Glitch8
 ( 11.81% )
- ago
#2
What is your position sizing? The reason probably is that you are using 100% of equiity without any margin factor. If so, try using margin factor of 1.1:1 to give the simulation a little extra leeway in case prices gap up and you're not able to enter the trade that was sized on the signal bar.
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- ago
#3
Thanks guys, that fixed it!
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