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Backtest is not using exit conditions

Scheduled Pinned Locked Moved Momentify
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  • K Offline
    K Offline
    Krishna K

    Pro User

    wrote on last edited by Krishna K-1753338218816
    #1

    @Definedge Back test is not considering exit conditions. Could you please see this:

    1. My exit condition :
      329d7c84-a9f9-44f0-93ff-834685e65e81-image.png
    2. Back tested with 3 months rebalance. So we can easily find stocks which go below 20 EMA in 3 months period.
      6169a4b0-38fb-4f85-b0b2-29fbb8f103ce-image.png
    3. 93452657-7deb-4624-8e59-391a075616e0-image.png
    4. Look at stock PURVA in above backtest image "Exited Stocks" section.
      Entry @ 520, exit @ 397. THis is during period 1-7-2024(entry) to 29-92024(exit).

    Below image is PURVE chart.
    Price went below 20 EMA on 19th July 2024. Below 20ema will be around 425. Instead of Considering 425 below 20 EMA, back test is considering 397 which is the price during rebalance day.

    283ac2db-5279-4aa2-b401-23baa6474fda-image.png

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