MFE

Mark, good morning.

I wanted to voice one of my primary concerns in version three. That would be maximum favorable excursion. I cannot tell you how many times I have seen a tremendous amount of profit not be taken, just to give it all back and have the market to go the other direction. These are moments when my account could have grown by $1500 for example but then the market turns and I take a hit of $1000.

I’m not entirely sure why this is, but is there someway to address this in version 4?

Josh

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Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

jmtc1230

13.03.2018 13:57

Task created

Mark Fric

20.03.2018 11:11

Status changed from New to Refused

there is no simplesolution. You can add trailing stop or Move SL to BE to the strategy, but this could have an impact on results - sometimes strategy with this will be much less profitable.

It is not really something that can be done in StrategyQuant, it is related to trading itself.

The only possibility I see is using trailing stop or MoveSL2BE in all your strategies, and thus look only for those that are profitable with these additional exit methods.

Votes: 0