Voters 4
4
Represent the operating risk (R) with the real value
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Cristian Nunez |
When we take a stop loss, the loss includes the value of the stop loss plus the commission of the operation. Place an option that allows choosing the calculation of the R with the value of the stop loss plus the commission. This will provide more precise values in the reports.
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Cristian Nunez
When we do the backtesting the value of the R does not include the commission. That is why we see that it matches what was expected.
Cristian Nunez
For this reason, when we take several SL, the value of the loss is far from what was expected.