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Hi, In my strategy, until Chandelier stop is activated(to be specific until position is hold less then 25min) I use standard fixed stop-loss. (however each time I send this stop order I also calculate stop level depending on complex volatility indicators. Same indicators I use later to...

after some investigation I found out that it works quite satisfactory if I activate Chandelier stop after some time limit of holding position is reached.

I can try to guess now that Chandelier Exit is hard build into a strategy in case if this strategy already uses some volatility analysis. In that case a kind of duplication appears. E.g. in my strategy I already filter signals using ADX. ADX is based on ATR similarly to Chandelier Exits. More...

I was anticipating so much from this Chandelier exit when I started to code and optimize it, and I have to say that I am a kind of disappointed now. In short words I have following strategy 1) Set of EMAs and MACDs 2) ADX 3) StdDev indicator (I look at it in combination with momentum of...

BTW, do you mean Stochastic methods (e.g. annealing) in generall or you speak exactly about the feature of OpenQuant ??

agree... generally, simmulated annealing seems to be quite good.

Sorry, I made a typo I meant really that customizing for simulated annealing optimization is missing. They have a lot of simulation customizing...

Unfortunately, It is not possible to make a good use out of this feature in this product. Despite the “engine” and the idea looks quite good but any customizing is missing for this simulation process, no reporting on the process and what is more important - there is a restriction...