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Hi All,
I am attempting to code the following system exits however am having
no luck in making the code work.
Idividually, I believe I can mostly code each of the below exits,
however I am not sure how to make them work as one so that in
backtesting AmiBroker calculates the correct exit.
Would anyone be able to offer some guidance as to how I can best code
the following Exits for a Short mean reversion system:
Exit 1 = Disaster Stop = Entry price + 4*ATR(20)
Exit 2 = Trailing Profit Stop = MA 3 - 0.5*ATR(20) only to be placed
on DAY AFTER entry into the position
Exit 3 = Time stop = Exit next day once you have been in the trade
for 2 days. Exit next day on open
Exit 4 = If distance between the Minimum value of today's Open /
CLose and today's LOW is greater than 1 ATR(15) then Cover next day
on open - NOT TO CAUSE EXIT ON TRADE ENTRY DAY
Thanks,
Dimitri
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