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I'm trying to Back-test a stop-loss strategy that the "ApplyStop"
function doesn't handle, and I need to keep track of whether I am
long or short, and what my entry price was. The BackTester must know
this information in order to be able to assess profit and loss on
exit, but I can't find any AFL variable that records it.
For example, I want to set a fixed-amount stop loss on entry, and
then, if price has moved in my favour, move the stop later to a break-
even point. For that I need to keep track of my position, and my
original entry price. When I try to program it I get into loops with
uninitialised variables.
Any suggestions?
Thanks,
Paolo
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