Tranche Group Stop Loss
maybe? someday?
R
Rick
For risk management, it would be nice to have the ability to set a stop loss on a tranche group. Currently, the stop loss works on a per trade basis. So if I have 6 tranches and I set a stop loss of 2%, my total loss could be 12%. I would like to have the ability to set a second stop loss (i.e 3% of portfolio value) that takes into account all open tranches and if the total draw down exceeds the 3% of my portfolio value, all open tranches are closed and no other tranches are opened that day.
r
rusty.moorman@optionomega.com
maybe? someday?