Thanks blaub4r. I'm attaching here also EURUSD's result chart, one of the worst performers of the bunch, for comparison.
I agree the trades only closed because the simulation ended. But I'm not sure I would call it just "luck" as there are exit criteria in the strategy.
If that's true, then it leaves two possibilities:
a) you're working on a strategy that will happily keep trades for years (decades?) and that's fine with you
b) you have a bug in the exit strategy
I would like to know how to tell if something is wrong here (ie, a testing glitch). The strategy in and of itself seems reasonable, but the results seem overly optimistic. (Then again, I'm not sure what I should expect from a robot.)
Well, if it looks too good to be true, it probably is. This rule of thumb applies quite nicely to backtesting in general. I too have posted a too optimistic strategy a month ago or so, and it took me hours to find a delicate error that produced too optimistic results. But I was munging with price data, and it was even easier for me to commit a similar mistake.
We can't know what you have done wrong unless you post at least the relevant part of the strategy.
But, just as blaub4r, I suspect your exit strategy and think you just got lucky. If it's a reversal strategy, what happens if you just reverse the rules (go long where you now go short, and vice versa)?
