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Paul--I believe the code you need is in Murry Ruggerio's book, Cybernetic
Trading, chapter 9. I don't have it as an ela but could fax it to you if
need be. Contact my privately.
----- Original Message -----
From: "Paul" <muzzy@xxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, October 09, 2000 10:08 PM
Subject: re: Intraday stop loss
> 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
>
>
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