- ago
I am trying to add a stop loss to a rotation strategy.

I am trying to use the setting in the Preferences settings, Max Risk Percent Settings but am seeing no effect on the backtests

Any Ideas?
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Glitch8
 ( 8.08% )
- ago
#1
The settings you're specifying only apply to backtests using the Max Risk position sizing methods. WL8’s Rotation Strategies automatically use the Percent of Equity positing sizing method. You can’t apply a stop loss to a WL8 Rotation Strategy. You’d have to do this in a C# Coded Strategy that performs its own rotation logic in PreExexute.
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