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When stop loss and trailing stop are set at the same time, the efficient of Strategy generation is very low.

The performance of trailing stop running for only 7 seconds is three to four times higher than that of setting stop loss and trailing stop simultaneously. But stop loss must also be set

Attachments

stop loss and trailing stop 3.png

(19.68 KiB)

trailing stop 2.png

(12.68 KiB)

trailing stop.cfx

(21.17 KiB)

stop loss and trailing stop 2.png

(58.81 KiB)

stop loss and trailing stop.png

(329.39 KiB)

trailing stop.png

(316.29 KiB)

Build stop loss and trailing stop.cfx

(21.18 KiB)

Votes +3
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

cjl

02.02.2019 01:07

Task created

cjl

02.02.2019 01:12

Voted for this task.

kainc301

02.02.2019 01:39

Voted for this task.

eastpeace

23.02.2019 02:07

Voted for this task.

Mark Fric

20.08.2019 13:35

Status changed from New to Refused

you are right and the reason is that when you use only Trailing stop without SL you let your strategy to go to unlimited open loss until it can recover.

So the strategy could look more profitable from equity curve, but it will have very big open loss, which is normally not shown on chart.

Turn on "Compute MAE/MFE" in trading options and display them in chart, then you'll see also the open loss.

Votes: +3