Aha! I figured out what I did wrong, instead of exiting a trade via TMF, set Stop.
Here's the percentage approach:
// to place a stop 1% away from the current price
Stop = price() * 1.0 / 100.;
enterLong();
Below is a before-and-after of applying a 0.5% stop to the Luxor system.
We do have outliers, but 99% of the issue has been addressed.
set(TICKS) sometimes helps to get the stops closer in simulations
I did attempt this, I don’t think it eliminated my outlier.
I'm happy my theory was well-received, though.
