Stop Loss and profit level
Stop loss and profit target should be set as a percentage of the entry point (+/-) an activation level since over time point levels are not in balance to overall curve.
Example if I set profit level at 10 points and the underlaying asset is at 100, that would be a 10% but the same underlying over time value at 1000 , 10 points would be 0.01% of the value.
In a historical analysis using percentages would allow true comparable, wich is the point of the developing a system validity.
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Votes +2
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
History
Votes: +2
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