We go over the data and input settings for Tradestation in this video.
On November 6, 2021, we are adding a Monthly Stop Loss Limit and a Friday Exit to the inputs. The Monthly Stop Loss will be set to $5,000 for the A version. Using this setting does not change the historical backtest but has been added to the strategy for any future potential risk of worse case drawdowns on a monthly basis.
The B version still includes the Monthly Stop Loss set to False as well as the Monthly Stop Loss set to True with a value of $7,000. The Monthly Stop Loss is based on a closed trade basis and would still enter a trade using a $1400 stop loss if it were down $6999 on the month.
The Friday Exit input has been added as well but is set to False by default.
Any of the inputs can be customized on the user side.