I do not understand why SystemPerformance.RealTimeTrades.LosingTrades.Coun t (and WinningTrades) can go both up and down?
I'm running a strategy, real-time, against the live market. The script starts trading when the market opens, at 6 AM PST. I have a Print system, to print out:
SystemPerformance.RealTimeTrades.LosingTrades.Coun t
SystemPerformance.RealTimeTrades.WinningTrades.Cou nt
Attached is a screen shot of that output. You can see at one point, Winning Traders = 4, and Losing Trades = 2. Then, Winning Trades = 1 and Losing Trades = 1. Of course, I'd expect these values to be the current count of winning and losing trades, which doesn't appear to be the case.
I need to implement a circuit breaker where if I have three bad trades in a trading day, then I need to quit. But if LosingTrades.Count isn't accurate, then of course, my logic can fail.
What's up? Thanks,
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