New release - 2.8.6 (SLI)

- Added a risk indicator to strategies and the generator in the form of Stop Loss Impact (SLI) - a ProQuant-original metric.

Stop Loss Impact (SLI) indicates what % of your balance would be lost if your strategy’s open position were to hit Stop Loss. It is calculated based on the strategy’s Leverage, Trade Size and Stop Loss settings.

A High SLI value means high risk per position. With lower SLI, you are better protected against sudden unfavourable market moves.


Feel free to discuss this release here!

4 Likes

Awesome idea and implementation!!

Thanks for that, really useful, use it for both generating and improving my current strategies.

This is really fantastic! Many thanks for the update.