Trade Recovery Settings

Having trade recovery settings enabled will enter a trade in the opposite direction when your original stop loss is hit. Settings will determine how far away from the stop-out price price has to travel before opening a trade in the opposite direction for a recovery trade, along with custom risk management params of that recovery trade. Recovery trades would need to be tracked and and identified outside of the original strategy rules.



An option later on can be added for max x recoveries where the recovery trades are tracked separately from the original signal in order to measure whether they result in a break even, a profit or a loss. 


While this can potentially add more risk to a system, SQX can figure out if this provides an advantage in any particular system when optimizing for these values. 

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  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

KL
#1

kainc301

09.06.2018 11:39

Task created

DV
#2

TheLibertarianTrader

21.12.2018 22:53
Voted for this task.
b
#3

bentra

04.08.2019 21:47
Voted for this task.
TM
#4

tmatejka.

09.08.2019 12:01
Voted for this task.
MF
#5

Mark Fric

24.09.2020 12:19

Status changed from New to Refused

too much work and not that useful, we have other priorities

Votes: +3

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