|
PureBytes Links
Trading Reference Links
|
This is why I wrote an external DLL to do the trailing stop
referenced to the entry day.
See:
Even better, it's free.
Best regards,
Richard
Dale.
Norgate Investor Services
- Premium quality Stock, Futures and
Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe,
UK & USA -
Hello Sharad, was just doing a little (actually, a lot!) of
research
on this very problem and came across this thread. If I understand
correctly - you are looking for a way to designate / tell the system
tester on which day a position was opened - such that any trailing
stop
can be programmed to operate from this day? My particular issue
is that if
you have several varying entry signals, yet you want to
tell the system
tester to trail a stop from the day of entry, it is
impossible for it to
discern from which day it should begin
calculating (since, if one of the
entry signals occurred 2 days ago,
but the system was already long, then the
trigger for the
calculation of the trailing stop would have occurred 2 days
ago -
not the result intended.) Curious if you have found any solution /
work around to this issue? Haven't given up hope
yet..
Yahoo! Groups Links
|