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hi i'm a newbie, I 'm trying to write a pragram in
Easylanguage.
I want to write a volatility stop based on the weekly
volatility (true range) at the time the trade was
initiated.
The way i wrote it is for instance :
ExitLong("Lstop") from entry("longT") AT$ Close of
today-volatility(length) of data2 stop;
but this uses today's volatility instead of the
volatility of the day the trade was initiated.
I understand that "AT$ close of today" returns the
price at the day the trade was made. But why does it
return the volatility of today instead of the one of
the day the trade was entered?
What would be the correct way to write it?
Any help would be appreciated,
Thanks,
Charles.
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