Yes, it is clear. We have only constant SL and TP in FSB Pro and in EA Studio.
I personally think that SL and TP are properties of the strategy, as well as the indicator and the other parameters. I think that it is more objective the strategy to analyse and trade according to the market data only. The quantity of our account has absolutely no connection to the strategy signals and this may not reflect on the strategy work. Simply the market doesn't care about our account.
I may accept that SL and TP may deviate depending on the market volatility or other market conditions that may have an effect on the signals, but not according to the account amount.
You may make the following experiment:
- Use EA Studio or FSB Pro to generate strategy with SL and TP (I don't recommend that, but this is another story).
- Change the account size. You will see that the profit made by the strategy doesn't change. It means that the account size doesn't reflect on the strategy signals.
- Change SL or TP. You will see that in most of the cases the strategy performance will change. If it doesn't change ...
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Anyway, I'm just curious if you run a second or a third strategy on the same account are going to divide SL to 2 or to 3?
Your request actually means that you use MonteCarlo to simulate how the account balance reflects on the strategy performance. I don't think it is reasonable.
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The correct question probably is: "Are we able to test the effect of changing of SL and TP to the strategy performance?"
It makes sense to me because the SL and TP can be over-optimized, which will contribute to the strategy curve fitting.
We cannot do that with the current version of the program.
