Why the need for convoluted stop loss expression?

[David Colin <david_colin@xxxxxxx>]

Hi List,

Please pardon my ignorance.  I am wondering why I needed to express this
stop loss in such a convoluted way to get it to work.  This is what works
(RefHigh is a breakout variable):

If MarketPosition = 1 and
     C < EntryPrice(0)
     then ExitLong at RefHigh[BarsSinceEntry(0)] - (AvgTrueRange(30) * 2.5)
Stop;

When I can't see why this simpler version doesn't work:

ExitLong at EntryPrice(0) - (AvgTrueRange(30) * 2.5) Stop;

Also, Omega's Signal: "EntryBar ATR Stop LX"  does not work properly even
when I change the ATR length from 5 to 30.  Bizarre. Or maybe not and I am
just really dumb, also a distinct possibility.

Thanks for your help.

David


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