With risk fixed money management, you can lose more capital than you paid-up

Dear Support,



there is a big bug both in Strategy Quant X and Strategy Quant 3.8. If we use the money management rules, we can indicate the amount of capital. For example, 500$. But all the money management combination can loss many dollars more than capital! You can generate a strategy that lose 20000$ with a initial capital of 500$. This is a not-sense. If I export the MQ4 source code, and I backtest the same strategy that lose 20000$, in the MQ4 strategy tester it loses only 500$, rightly. 


This problem appears especially when we use a fixed lot (es. 0.10 lots), or fixed risk (es. 500$ capital, 10$ risk per trade), both in SQX and old SQ. In the old SQ, the problem appears even with "Risk Fixed % of account".


Could you fix the problem, please?

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

b
#1

beppil

05.11.2018 11:40

Task created

MF
#2

Mark Fric

05.11.2018 13:21

Status changed from New to Refused

this is not a bug, it works this way on purpose. Backtest should show simulation of tradign for the whole period, doesn't matter what is your initial capital. 


Initial capital in SQ is there only so that we have a way to compute % profit, not to stop trading.


It isn't that important anyway, if you have losing strategy you'll still not use it, doesn't matter if it loses your whole account or more in simulation.


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