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Can someone explain to me what is going on here. I have set the
applystop as below. If I understand it, it is a trailing stop, if the
price closes ( EOD) greater than 3 * atr(30) below the highest high
since entry I exit on open the next day. It uses the atr(30) value on
the day of entry.
However when I manually do a trade I get different exits from the
backtester. The atr(30) on entry is .0463, the highest high after
entry is $1.5 , ($1.5 – 3 * 0.0463 = $1.36) therefore if price
closes below $1.36 I should exit the next day on open. When I check
the backtester output it shows me exiting the day after the close is
$1.38
Is my use of the applystop correct or am I completely
misunderstanding it. Thanks in advance Phill.
ApplyStop(2,2,3*ATR(30),2,False,True);
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