- 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!