Why cant hedging and stop loss be linked to Risk vs Reward?

[ultra_extreme]

Sorry for the cryptic title but i dont know how else to describe my problem. Heres the summary;

I run a system on horses that takes the SP as soon as the market goes in play. The aim is for GRUSS to hedge me at 50% of stake profit or get me out at 50% of stake loss. Seems simple enough.

So i have gruss set up with "take SP" ticked. The tick offset is set to 50 with "ticks = %" and "level profit" both ticked. The stoploss is set to 50 with "enabled" "ticks = %" and "level Loss" all ticked.

However because the horses are in different tick bands some at 2.5 some at 7.0 some even at 20 then the tick value increase messes GRUSS up. If i play the settings on a 2.5 horse i get around £3 profit vs £2 loss. @ about 5.0 i get £5 or so win vs £3 loss and so on.

What im asking is twofold, 1) Can i fix this with current software? 2) why is there no option in gruss simply to set a desired win value vs desired max loss? Would make calculations for the user far easier.

Many thanks to anyone who can help! Stay lucky!

[osknows]

Using BA linked to Excel; I'm sure using Gary's Greenup sheet will allow you to set a trigger to fire when the projected profit/loss is +/- 50% of the stake or variations/offsets around it.

I'm not sure if what you're requesting is possible using BA alone but someone more knowledgeable may be able to advise

[Captain Sensible]

There was a thread with something similar a while back, have a look at

http://gruss-software.co.uk/forum/viewt ... c&start=45

[bolpx001]

Looking at your basic premise, do you not find that the odds required vanish in fast changeable markets? ie horseA starts at 2.0 hits 1.5 you bet/lay and get matched at 1.8