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Hi all,
I'm writing a trading script to test a breakaway gap system and I want
my sell conditions to be as follows:
Sell at close for the "buy" bar
Sell at close for the "buy" bar + 1
Sell at close for the "buy" bar + 4
etc.
Basically I want to determine the average gain/loss for holding a
stock that has gapped up for 1 day, 1 week, 2 weeks, 1 month etc.
I'm not sure how to write a script that will be able to do this.
Any and all help is greatly appreciated.
Thank you,
AMo
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