To Mirror the Edge

[charvo]

Having a problem now, not sure if it is a FT2 problem, (more likely mine, lol)

As you know, if I have a consistent loser system, I can simply reverse the long with short, and vice versa, to get a consistent winner system, under the prerequesite that the "consistent loser" is statistically significant.

now i'm pretty sure my system is STATISTICALLY consistent losing (more than merely losing spread&swap) , so I switch all buys to sells, and switch all sells to buys. I also use takeprofit vs stoploss = 1:1.

Therefore, I should've had a consistent winning system, shouldn't I?

the fact is FT2 can 'MIRROR' the entries, but cannot 'MIRROR' the exits. I don't understand why!

I understand there's swap +/- difference because of i switch buys and sells, but the swap +/- difference should not be huge enough to causing more than 1 hour difference in the exit timing, or should it?

Please enlighten me, I can attach code if anyone likes to try.

[FT Support]

Hello,

Probably "exit" constraints of your strategy depend on the profitability of opened positions. when you reverse positions exit conditions will not be met so you will have different results.