Hi, In my strategy, until Chandelier stop is activated(to be specific until position is hold less then 25min) I use standard fixed stop-loss....
after some investigation I found out that it works quite satisfactory if I activate Chandelier stop after some time limit of holding position is...
I can try to guess now that Chandelier Exit is hard build into a strategy in case if this strategy already uses some volatility analysis. In that...
I was anticipating so much from this Chandelier exit when I started to code and optimize it, and I have to say that I am a kind of disappointed...
BTW, do you mean Stochastic methods (e.g. annealing) in generall or you speak exactly about the feature of OpenQuant ??
agree... generally, simmulated annealing seems to be quite good.
Sorry, I made a typo I meant really that customizing for simulated annealing optimization is missing. They have a lot of simulation customizing...
Unfortunately, It is not possible to make a good use out of this feature in this product. Despite the ââ¬Åengineââ¬Â and the idea looks...
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