> However when multiple strategies are used, we will need a consolidated > stop loss to stop trading for all strategies for a particular > instrument. >
I am not sure I understand how this would be beneficial. Of two strategies S1 and S2 are trading the ES, and S1 is consistently making money, why would I stop it when strategy S2 is losing money? > When you tested the stop loss feature, was it part of a particular > strategy such as classic or was it designed to stop all strategies for > one instrument such as ES? > I've experimented with a stop loss on many different strategies, but testing them one at a time, not as a portfolio, as you suggest. There is no concept of a "portfolio" view in JBT where you can set the targets and exist for a set of strategies as a whole, but yes, it can be done. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
