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Tomacz,
> The problem is that sellprice array is not for storing
> targets. Sellprice should be used exclusively to control
> the price at which trade actually takes place.
for a long position , if I want exit for the same trade on a target (
or Profit) or on a stopLoss (or trailingstop) and controll the exit
price, the sellprice is the only solution.
because I can write a target or a stop loss with ATr value .
Xb/*exit bar*/=Sl/*stoploss*/ or sp/*stopProfit*/;
> Therefore, if you (ab)use sellprice for storing target
> prices you have to add the following at the end of your formula
> sellprice = IIF( sell, sellprice, close );
>
> This ensures that for all bars where sell signal is *not* generated
> the sellprice array equals to close.
as you the system tester keeps the open position in the result of a
backtest
your solution to add the close when the position is opened must be
good . I'll try it.
following must be correct?
Xp/*Exit Price*/=
IIf(Xb/*exit bar*/,IIf(Sp/*stop profit*/,Spp/*stop profit price*/
,IIf(Sl/*Stoploss*/,Slp/*stoplossprice*/,0)),close);
Xp=ValueWhen(Xb,Xp);
Stephane
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