Add Semi-asymmetrical exits
Currently if trailing stops are set to "use" but "not required" and the exits are not symmetrical then it is often the case that longs will have a trailing stop included but shorts do not or vice versa.
An additional setting would be useful to ensure that if a trailing stop is randomly included on one side then it is always included on the opposite site with the asymmetry then setting different trailing stop parameters for each side only.
The available options therefore should be:
- always include trailing stop both sides (already have in SQX)
- use trailing stop one or two sides but not required (already have in SQX)
- use trailing stop both sides but not required
Attachments
No attachments
-
Votes +2
-
Project StrategyQuant X
-
Type Feature
-
Status New
-
Priority Normal
History
JH
b
b
bentra
24.01.2022 04:07
This is a bug I think, "exit symmetry" should include symmetrical trailing or not trailing cause trailing on longs but not short is not "exit symmetry"
E
Votes: +2
© Copyright. All rights reserved. ProjectPanel.com
