Drawdown Trailing Stop

Optuma Forums Optuma General Discussion Drawdown Trailing Stop

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  • #57181
    AvatarThomas
    • Topics: 53
    • Replies: 71
    • Posts: 124

    Hi,

    I have a question to the new tool “Drawdown Trailing Stop”.

    drawdown

    I used the S&P 500 in the example above and a 10% drawdown with 10 bars to reset.

    As you can see in chart, on December 11, 2018 the Drawdown Trailing Stop was reset although the 10 bars waiting period to rest it was not over. Did I missed a piece of information or is there an issue with the tool?

    In the Knowledge Base article “https://help.optuma.com/kb/faq.php?id=1113” it is mentioned under “Properties -> Calc Using” that it is possible to select “based on highest high”. This selection is not available in my version.

    Please look at this issue and inform me about it.

    Thanks

    Thomas

    #57267
    DarrenDarren
    • Topics: 51
    • Replies: 355
    • Posts: 406

    Hi Thomas,

    Just to let you know that we have found an issue with this tool and will let you know when a fix is available.

    1 user thanked author for this post.
    #57317
    AvatarThomas
    • Topics: 53
    • Replies: 71
    • Posts: 124

    Hi,

    I made today the update to Optuma v1.5 build 54. In the change lock the following can be read “Resolved – Adjustment to the Drawdown Trailing Stop on how consecutive closes are handled”.

    I made some testing with the Drawdown Trailing Stop and think there is still an issue with this tool.

    dts

    As you can see in the screen shot on Oct. 29, 2018 the close of the S&P 500 was below the DTS and with the setting “Reset Bars: 1” the DTS should have been reset.

    On Nov. 20, 21, and 23, 2018 we had three bars in a row that were below the DTS and no resetting.

    On Dec. 06, 2018 the DTS was reset but on that day the close was above the DTS.

    Please inform me whether there is still an issue with this indicator or did I misunderstood its functionality.

    Thanks

    Thomas

     

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