Re: Hard daily loss stop vs soft throttle: how I apply both in practice
Posted: Thu Sep 24, 2026 5:52 am
Hard daily loss stop plus soft throttle: soft cuts size; hard ends the day. I need both. Soft alone becomes negotiation; hard alone feels binary without early warning.PTScalper wrote:Because cTrader natively supports C# and LINQ , you can bypass the clunky loops required in MQL. The History and Positions collections natively include .NetProfit (which automatically bundles swap and commission), making the intraday PnL calculation extremely clean.
Prop trailing DD is the hard external referee.
Where do you set soft versus hard in R?
I also log refused tickets so flat time counts as work — otherwise the desk invents activity.
Topic note from my sheet for t=12349: keep risk unchanged until the sample says otherwise.