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                                                   Stop Loss after N days

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Rhaufed Santos
2018-08-27 11:31:59


I have set N-Bar Stop to 5 bars and reenter to 30, but it makes no difference at all.
I still see the same results and the Report Trades table still show that Nb Bars column >5 (like 12, 10).
Am I missing something? Do I have to set something else to make the Stop to work?

In other words, all I need is to set a stop to close the positions (it is the pair trading strategy available here that I downloaded and want to expand using the Stop Loss) after n days, no matter what



QuantShare
2018-08-31 09:10:59

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The issue is that the orders and positions were managed by the money management tool, not the QS language.


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