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Risk/Reward Ratio Limit not working

I have a required StopLoss setting of 3-4 * ATR14. I've set Profit Target to be 200% of that. Yet I am seeing strategies with a SL of ATR * 3 and a PT of ATR * 4. Obviously the latter should be 6.

Attachments

Multi-TF Entry Test - all dates - Millipede Major FX.cfx

(20.58 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

rjay

06.10.2019 21:59

Task created

Mark Fric

12.03.2020 13:35

Status changed from New to Refused

the problem is in your settings - you set the RRR like you said, but your ranges for PT ATR Coefficient is set the same as for SQl.

So it cannot make 200% of it.

SL ATR Coeficient range: 3-4

PT ATR Coeficient range: (same) 3-4

When you set

PT ATR Coeficient range: 3-10

it will start working.

Votes: 0