Quote Originally Posted by Pascal View Post
It is because the stop level is calculated as a function of volatility, which changes every day.
Higher volatility implies wider stops.


Pascal
Ellis,

Each trade receives its own optimized risk management plan, depending on volatility, the initial entry price and the evolution of the trade since entering. You can not compare the trailing stop loss on a short entry at 70.81 of two days ago with the initial stop on a potential secondary entry at 70.81 today:
- volatilty has changed,
- trailing and initial stop rules are diferent,
- one trade is already 2 days old, the other is not entered yet.

We are simply using independently the optimal backtested stop loss rules for each trade. But the robot page only tracks daily the risk management for the initial entry.

Billy