mjj38
- ago
Question:
Should metrics include open trades? Should they be excluded and thought of as incomplete and not indicative of the performance of the strategy? Or should they be included? Thoughts?
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- ago
#1
You can't know profit or risk of a "Trade" before all Positions which belong to such a trade are closed.
It maked no sense to include "Open" things in a performance metric.
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- ago
#2
... but....
If your strategy leaves positions open for a long time (preferably losing positions) (see grid trading)

... then you should dump such a strategy and not bother to calculate any metrics at all...
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mjj38
- ago
#3
Thanks Dr Koch. Glitch , does the current metric report includes open positions?
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Glitch8
 ( 12.08% )
- ago
#4
Yes it includes them.

And, since they are included, that answers your first question as to whether I believe they SHOULD be included :D
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