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Risk managementent ignored

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    Risk managementent ignored

    Hello,

    I have been running some backtesting to realize that my risk management settings have been ignored. I have the following code in my Initialize():

    SetProfitTarget("TripleStrat", CalculationMode.Percent, 10);
    SetStopLoss(
    "TripleStrat", CalculationMode.Percent, 5, false);

    I expect, after an order is placed that the backtester would close the position if one of those two criteria meet but unfortunately it doesn't happen.

    Also the commissions column is always zero even if I configured my stock parameters in the options.

    What am I doing wrong?

    Thanks.
    Tex
    Last edited by TexFly; 09-01-2012, 05:32 AM.

    #2
    Did you mean 1000% and 500%?



    Originally posted by TexFly View Post
    Hello,

    I have been running some backtesting to realize that my risk management settings have been ignored. I have the following code in my Initialize():

    SetProfitTarget("TripleStrat", CalculationMode.Percent, 10);
    SetStopLoss(
    "TripleStrat", CalculationMode.Percent, 5, false);

    I expect, after an order is placed that the backtester would close the position is one of those two criteria meets but unfortunately it doesn't happen.

    Also the commissions column is always zero even if I configured my stock parameters in the options.

    What am I doing wrong?

    Thanks.
    Tex

    Comment


      #3
      Ooookkkk! I see. So if I want 5% I need to type 0.05? And 0.1 for 10%?

      Comment


        #4
        Originally posted by TexFly View Post
        Ooookkkk! I see. So if I want 5% I need to type 0.05? And 0.1 for 10%?
        Yeah

        Comment


          #5
          What about the commissions being always zero?

          Comment


            #6
            Originally posted by TexFly View Post
            What about the commissions being always zero?
            Try here:



            I do see complaints in Strategy Analyzer forum about commissions enabled and not causing hangups.

            Comment


              #7
              I have set my commissions in the Tools-> Options-> Stocks-connectionname. But when I go to the instruments manager I see zero commissions on all stocks. Do I need to manually edit one-by-one? I tried to multi-select but it doesn't work...I have 200 symbols on that list!

              Comment


                #8
                Originally posted by TexFly View Post
                I have set my commissions in the Tools-> Options-> Stocks-connectionname. But when I go to the instruments manager I see zero commissions on all stocks. Do I need to manually edit one-by-one? I tried to multi-select but it doesn't work...I have 200 symbols on that list!
                No idea. Never did this. I guess you could do 10 stocks and see if it starts working for them.


                Hopefully , NT support has an answer.

                Comment


                  #9
                  I appreciate you trying to help, thanks!

                  Comment


                    #10
                    Originally posted by TexFly View Post
                    I appreciate you trying to help, thanks!
                    There is a post here, it doesn't look possible without doing all 200 by hand.

                    Some guy has a 4,000 stock commission problem!!

                    Comment

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