Define your terms please, so that sense can be made of this thread.#2
So to consider three possibilities for data testing calculation:
1. The approach which incorrectly jumps the gun so to speak, and generally includes an amount of price movement which sits outside of the precise entry point. Let's call this 'falsetime'.
2. The approach which safely lags behind, by only including the price movement which occurs after the passing of the price bar containing the actual entry point. Let's call this 'safetime'.
3. The approach which reflects the actual amount of price movement which occurs within the precise crossing points. Let's call this 'realtime'.
The above words are cumbersome to understand alone so I've attached some illustrations of the six scenarios for the long and short entry calculations.
The corresponding exit calculations work on the same basis. Falsetime incorrectly reflecting an early exit, safetime a late exit, and realtime being the precise exit point.
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What are P, L and S?