Forex-year study self-test 2026-10-14T19:30:15.465Z
[PASS] size: 1% of $10,000 at a 15-pip stop is 0.66 lot (the 30:1 cap, 2.72 lots, does not bind): {"want":0.66,"cap":2.72,"lots":0.66}
[PASS] size: 10% at a 5-pip stop wants 20 lots; 30:1 caps it at 2.72, 500:1 allows it: 2.72 / 20
[PASS] size: $5 of equity cannot open 0.01 lot: {"want":0,"cap":0.02,"lots":0}
[PASS] swap nights: Tuesday 17:00 (1) and Wednesday 17:00 (3) between Tuesday 00:00 and Thursday 00:00: 4 / 4
[PASS] gap: a minute opening beyond the level exits at its open (+8 pips long, -8 pips short): 2 7.999999999999119 -7.999999999999119
[PASS] both levels in one minute: the stop is taken for long and short: 3 -4.999999999999449 -4.999999999999449
real data: 8326700 minutes
[PASS] 2008: precomputed exits equal a naive forward scan: 12000 of 12000 identical; 343079 minutes, 260 trading days
[PASS] 2017: precomputed exits equal a naive forward scan: 12000 of 12000 identical; 370343 minutes, 260 trading days
[PASS] independent re-implementation, scalper|0.05|1|500, 2008: 25 trader-years identical: 25 of 25
[PASS] independent re-implementation, scalper|0.01|2|30, 2017: 25 trader-years identical: 25 of 25
[PASS] independent re-implementation, day|0.1|1|30, 2011: 25 trader-years identical: 25 of 25
[PASS] independent re-implementation, day|0.01|0|500, 2020: 25 trader-years identical: 25 of 25
[PASS] independent re-implementation, swing|0.05|2|500, 2014: 25 trader-years identical: 25 of 25
[PASS] independent re-implementation, swing|0.1|1|30, 2022: 25 trader-years identical: 25 of 25
[PASS] scalper: average result per trade before costs is within 5% of the stop distance of zero: -0.032 pips per trade (+- 0.013), 591662 trades
[PASS] day: average result per trade before costs is within 5% of the stop distance of zero: -0.080 pips per trade (+- 0.088), 116343 trades
[PASS] swing: average result per trade before costs is within 5% of the stop distance of zero: -0.191 pips per trade (+- 0.722), 19197 trades

PASSED