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Sorry I can't help, Paolo.
I have a similar need: in portfolio backtesting, to trigger the sell
based on a cross of the highest value of an indicator since the buy.
Anyone know a way to test a HighestSince(buyDate or buyBar)?
Any help appreciated!
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Paolo" <pmonnetti@xxxx> wrote:
> 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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