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For backtesting, what would the code look like in a more complex exit
strategy, say with the following rules:
1) Have a max. stop loss for initial N bars from entry bar.
2) If the trade is profitable after N bars and the profit lies between
x and y percent, take profits
3) If the trade is profitable after N bars but the profit is higher
than y percent, switch to trailing stop
4) Beyond N bars, if the open profit exceeds a certain level, tighten
trailing stop - and this is also the point where I'd love to have a
pyramiding capability.
Any help would be appreciated!
kw
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