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what’s the difference between risk fixed% of account, of balance?

7 replies

eastpeace

Customer, bbp_participant, community, 295 replies.

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5 years ago #114976

IN QA 4.10.1 , there are 3 risk fixed MM

 

risk fixed amount

risk fixed % of balance

risk fixed % of account

 

I think “risk fixed % of account” is like “risk fixed % of account”, but there is a SL in QA.

 

So, what’s the difference between the last two MMs?

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geektrader

Customer, bbp_participant, community, 542 replies.

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5 years ago #136293

Read the manual, part 5.2.5, it´s explained there.

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eastpeace

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5 years ago #136299

geektrader,

 

Thanks for your advice. But SQ’s MM is different with QA’s.

 

SQ’s “risk fixed % of account” doesn’t have “stoploss in pips”.

 

QA’s “risk fixed % balance” is like SQ’s “risk fixed % of account”.

 

There are java code in QA, but I am not a coder 🙂

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tomas262

Administrator, sq-ultimate, 679 replies.

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5 years ago #136352

risk fixed % balance simply calculates position size for next trade as a percentage of equity

while risk fixed % of account also takes trade stop-loss size into account (size = max (%) risk / SL) so it is more conservative

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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5 years ago #136355

yes, exactly – Risk fixed % balance doesn’t consider Stop Loss of an order, it computes the trade size based only on the equity size.

 

So it can be used to compute MM when you don’t use SL or you use trailing/variable SL which you don’t know beforehand. It is more conservative, and grows as your account grows, but it is not related to an order SL.

 

Risk fixed % of account takes order SL into consideration, so it is able to compute “exact” position size so that you theoretically shouldn’t lose more than the defined % of equity when trade hits SL – if we abstract from gaps, slippages, etc.

Mark
StrategyQuant architect

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eastpeace

Customer, bbp_participant, community, 295 replies.

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5 years ago #136362

Thank you all, tomas and Mark.

 

It’s clear now.

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Gin

Subscriber, bbp_participant, 41 replies.

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8 months ago #267321

where to get stoploss pips when using risked fixed % ?

SQ strategy already has stop loss

 

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hankeys

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8 months ago #267325

used SL will lead to a different position? – lower SL = bigger position

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