Support Board
Date/Time: Mon, 25 Nov 2024 03:53:04 +0000
Post From: Spreadsheet auto trading - trailing stop
| [2014-01-04 23:18:09] |
| vegasfoster - Posts: 444 |
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Hmmm, ok, here is the problem with using a spreadsheet for that, assume you are setting a trailing stop for a long entry, if you enter within the bar and your stop is also within the extents of the entry bar, then there is no way to preserve the high price after entry, i.e. you can't create persistency within the same bar using a spreadsheet study (at least not that I know anyway). You could use the high of the bar, but if the high of your position is less than the high of the bar then you will get erroneous results. You could do it using the maximum open profit and open profit figures if you are all in and all out on each trade. This would not work reliably if you were scaling in and out or if you had a partial fill on your exit. Are you all in and all out each trade? Date Time Of Last Edit: 2014-01-04 23:20:56
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