I'm referring to N consecutive losing trades in backtesting.



Cyril

Hi! Could you help me with the following code? Basically, I want to enter a position after a consecutive loss series. For instance, we enter a long trade every time the price (using the buy stop order) touches upper price channel. But we enter a long trade only after a 3 consecutive losses. I didn't...

I see, now it's clear!

Thanks Henry!

Henry, thnanks for the prompt reply.
As far as I understand the problem refers to Porfolio.NetProfit function.
I've attached the text of the exception.

I get this exception every time I try to attach the signal to any chart.

Thank you!

Hi! Could you help me to solve the position sizing problem? For instance, I want to use 50% of my estimated balance to acquire stock N at market. How can I do it? And is it possible to use UserSpecified with IOrderMarket OrderCreator.MarketNextBar? Here's the example of a simple price channel strate...