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?
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?
Rename
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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