Hello,
I´m in the process of coding a proprietary
stop for the first time.
Since I need to use low-level CBT for
backtesting, I wonder how to implement the stops into my
code.
I understood that a proprietary stop is
actually nothing else than an additional sell rule (in case of a long
positon), coded as a loop.
My question would be the
following:
1. Can I leave the stop code in regular AFL
part just as the buy and sell rules or do I need to write it in CBT part
of the code?
2. Since I use low-level mode of CBT, I
need to call bo.handlestops(i). Does it "recognize" the stop part
of the code, or do I have to tell it somehow. Or do I only have to use
it for stops coded as applystops?
Maybe, someone could provide a sample code,
how proprietary stops are being implemented into CBT
routine?!
Any help/suggestion is highly
appreciated!
Thanks
Markus