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hello everyone, can someone please look at my trades and help me figure out why my stop limits get cancelled? You will see that my algo places trades and then a stop limit that subsequently gets cancelled. I want my stoplosses to prevent me from ever loosing more than 2%. If pair goes down more than 0.9991 % from where i purchased it, the stop limit order should trigger and buy back or sell my lots. You will see this in the variable called twoPercent.
i know that i am setholdings to 10% of my portfolio but my stoplimit is for 500,000 lots. how do i make sure my stoplimit is ordering whatever allocation of the pair i have in my portfolio at the time?
Apollos Hill
so funny enough i figured this out that my numbers were wrong. i have to get better at calculating and not being lazy. so i fixed my stoplimit issue. i still had a couple days where i lost 30%. i guess that is because of my setholdings quantity not matching my stoplimit quantity.
Apollos Hill
I forgot to attach the backtest. but here i added a variable so that the setholdings would order the same amount as my stoplimit but that's not happening. any suggestions anyone?
Apollos Hill
i think i fixed it. sorry for triple posting. i just don't want you all to do extra work if i have alrready solved the issue. i don't know how to delete my previous posts
Apollos Hill
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