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Trailing Stop as Initial Stop Loss

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Greg Doscher

Subscriber, bbp_participant, customer, community, 8 replies.

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1 year ago #281111

Hi there, perhaps this isn’t possible but is there any way to have SQX recognize a trailing stop as the initial stop loss for the sake of calculating % of balance or equity in the money management tab? When generating strategies I don’t like to have it randomly generate an ATR based initial stop, trailing stop AND trailing stop activation because I’m weary of that many conditions leading to overfitting. I would like to have just one trailing stop level, but I’ve noticed in my retesting with money management applied, that it doesn’t seem to size the trades appropriately and I’m guessing it’s because it’s not recognizing the ATR based trailing stop the same as an initial stop and is defaulting to PIPs. Thanks for any guidance here.

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tomas262

Administrator, sq-ultimate, 2 replies.

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1 year ago #281163

Hi

this would be possible to do using a template. You can assign a random value to a variable and use the variable for both SL and TSL. See the image attached and this link on how to use templates https://strategyquant.com/?s=template

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Greg Doscher

Subscriber, bbp_participant, customer, community, 8 replies.

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1 year ago #281176

Thanks Tomas, I did figure out a way to do it with a template, but would like to use it when I’m having SQX combine various indicators. Could you request this feature in a future update please? Thanks again for your help.

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