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I want to have a profit exit and a n-bar exit.
I want the profit exit to occur at the close on the day when the
close is greater than the EntryPrice*1.05 (5%).
I want the n-bar stop to exit on the next open after 3 days from
entry (so, on the fourth day's open).
Here is what I'm using:
ApplyStop(stopTypeProfit,stopModePercent,5,0,False,2);
ApplyStop(stopTypeNBar,stopModePercent,3,2,False,2);
Should this get me what I want? It seems to be working, except that
the n-bar exit prices are not always exactly the open price. I can't
see why they would be off.
A related question: since I am exiting on Open and Close, why does
the backtester give me prices that are carried out to 4 decimal
places? Such as 20.5432 at the close, instead of the actual close
price of 20.54? I have no idea where those extra decimal places are
coming from.
ts
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