Was the report reviewed in earnest? Or at all??
Quote
80: Mon 19-01-07 13:00] 1.14407/1.14474\1.14368/1.14394 -0.0
Enter Long EUR/USD Entry 0.0023498 at 13:00:00
(EUR/USD::L) Long 1@1.14629 Entry stop <- initial entry stop from Entry=1.5*atr
in tmf: 13:01:00, high = 1.14429, close = 1.14418
in tmf: 13:02:00, high = 1.14450, close = 1.14448
in tmf: 13:03:00, high = 1.14451, close = 1.14444
in tmf: 13:04:00, high = 1.14451, close = 1.14418
in tmf: 13:05:00, high = 1.14451, close = 1.14438
in tmf: 13:06:00, high = 1.14451, close = 1.14444
in tmf: 13:07:00, high = 1.14453, close = 1.14452
in tmf: 13:08:00, high = 1.14453, close = 1.14443
in tmf: 13:09:00, high = 1.14453, close = 1.14440
in tmf: 13:10:00, high = 1.14453, close = 1.14436
in tmf: 13:11:00, high = 1.14453, close = 1.14439
in tmf: 13:12:00, high = 1.14453, close = 1.14424
in tmf: 13:13:00, high = 1.14453, close = 1.14409
in tmf: 13:14:00, high = 1.14453, close = 1.14423
in tmf: 13:15:00, high = 1.14453, close = 1.14449
in tmf: 13:16:00, high = 1.14453, close = 1.14448
in tmf: 13:17:00, high = 1.14462, close = 1.14453
in tmf: 13:18:00, high = 1.14464, close = 1.14462
in tmf: 13:19:00, high = 1.14464, close = 1.14441
in tmf: 13:20:00, high = 1.14483, close = 1.14480 <--this is when a trade is entered by a tmf returning 2
---- long Entry Stop is hit!----open=1.14394, high=1.14483 close=1.14480 entStp=1.14473
[EUR/USD::L08101] Long 1@1.14441 x at 13:20:00

The price of entry should be 1.14480 while Zorro's recorded price of entry is 1.14441 - a 4 PIP difference!

And no, it is NOT random. It is 1 tick earlier EACH TIME.

I discovered this when live trading results significantly deviated from a subsequent re-test (and backtesting expectations).

"Hopes" cost dearly. Just run the provided script and - 1.5 weeks since the report - you may as well provide a normal and constructive feedback...

Last edited by Zheka; 08/03/20 12:58.