So for example, say you have 5 indicator blocks and 3/5 of them need to activate in order for a trade to occur
In this case, whether you have Block 1, Block 2 & Block 3 active, it would have the same risk management as Block 5, Block 2, and Block 3 active.
My proposal is that SQ would be able to have separate instances of Risk management based on which blocks are active. So the final strategy would have a different TPSL when Block 1, Block 2 & Block 3 active, vs when Block 5, Block 2, and Block 3 active.
This runs into a permutation issue because of the many different possible combinations that can have different risk management settings. To solve this I have a few suggestions
1, Allow the user to set a max number of batches -- Say there are 9 possible permutations but the user only wants to look at 2 different combinations of indicators to have different risk management. In this case, only 2 batches would be made.
Each batch would contain a unique set of blocks.
2. Allow a max amount of Indicator blocks to share between batches.
After these filters are in place, the blocks in each batch will be selected at random to meet the filter criteria.
3. Eventually a Neural net can be used to organize batches based on available blocks from learned data.