Breakeven and trailing stops
Most strategies found with trailing stops, breakeven stops etc, Do not consider the size of target. Everyone I seen have a profit target in pip that are much smaller . Ex 180 pip profit target with 395 pip for Move SL to BE. Aktivation of trailing stop using ATR seems okey but pip value can be way of say 1.6 *(ATR 71) but activated first after 355 pip. With a profit target of 150 pip.
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Low
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MF
Mark Fric
05.09.2017 07:32Status changed from New to Confirmed
good point, you are right, breakeven and trailing stops should be smaller than Profit Target.
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anonymous
05.09.2017 18:59
Well, it is not really a fault, is it? This comes from random generating and if the Take Profit is hit earlier than the trailing stops, then this does not hurt the strategy,
just makes the trailing stop obsolete. But it´s no real problem as this will not affect the strategy, just the internal computations for the trailing stop could be saved.
MF
Mark Fric
11.10.2017 14:46Priority changed from Normal to Low
this has realtively low priority, but there's no problem to check the size of PT and generate MoveSL2Be and Trailing stops that are activated before PT is reached. They will still be generated randomly, but within a smaller range.
MF
MF
Votes: 0
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