[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

re: Intraday stop loss



PureBytes Links

Trading Reference Links

Hi All,
Does anyone know anything for tradestation that will tell you the
max (long entry to low) value during a long trade and the max
(short entry to high) value during a short trade, if the trade was
a winner? Also values for the average heat, most common amount
of heat and maybe even how much heat per dollar gained, stats like that.

What I am trying to work out is if the trade was a winner, how much
heat did I have to take? This would apply to any system but the way
I want to use it is I have an nextopen + 30% * range entry and the
exit is setexitonclose. I can't backtest for an intra day stop with
daily data but with this I can get an idea of where a good stop may be.

Any hints would be greatly appreciated,

Thanks
Paul