I have been running some backtesting to realize that my risk management settings have been ignored. I have the following code in my Initialize():
SetProfitTarget("TripleStrat", CalculationMode.Percent, 10);
SetStopLoss("TripleStrat", CalculationMode.Percent, 5, false);
I expect, after an order is placed that the backtester would close the position if one of those two criteria meet but unfortunately it doesn't happen.
Also the commissions column is always zero even if I configured my stock parameters in the options.
What am I doing wrong?
Thanks.
Tex
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