In ATAS X Risk Management, I can open a position, scale into it while it remains open, and then have the entire position stopped out. The risk management consecutive-loss calculation is currently counting this as being the number of losing trades equal to the number of times that I added to my running position before it was stopped out. I think that most traders would agree that this should instead be counted as a single losing trade.
Can we please add an option to calculate the consecutive-loss limit by completed position: group all entries and exits from when the position opens until it returns to flat, then count the combined P&L as one win or loss. And this should also be able to account for when an exit order receives multiple partial fills.
Thank you
