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.

Can you confirm whether this is the % of your overall balance or the balance of the individual strategy?

It is the % of the balance of the individual strategy.

Amazing feature it will allow me to shape even better some edges great thanks!