[Build 111] Possibility to limit ATR stop loss / take profit to a max pips value
It would be great if we had the opportunity to set a max stop loss of X pips although the strategy might be using an ATR based stop loss or take profit. So that SQ4 is allowed (example) to use 400 bars x 10.5 value as the stop loss, but not exceeding a setable value of say 100 pips all the time. That would be great:)
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Votes +2
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Project StrategyQuant X
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Type Feature
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Status Fixed
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Priority Normal
History
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MF
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anonymous
05.09.2017 09:34
That would be great. I still want to use ATR stop losses, but with a maximum limit of say 200 pips - SQ3 had that possibility, SQ4 does not. Would be great if you can add that back to SQ4.
MF
Mark Fric
31.01.2018 09:31
we'll do it most probably as an example of custom trading options, but it has to wait a little until we make CodeEditor fully functional
MF
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ludvick
02.10.2018 14:22
Thank you for this modification, but i would like to request a separation between SL and TP, so if you use ATR on both and set a max SL it wont cut TP. i think it will be a great addition
Maybe if this could be set in "What to build" section, with SL and TP settings.
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hankeys
02.10.2018 14:39Attachment min slpt.jpg added
thats a good proposal from ludvick
and other thing is - that its not optimal to set min/max sl/pt in the build and trading options - it need to be set right in "what to build" section and need to be hardcoded to the strategy - its only setting in building process
Votes: +2
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