--- In [email protected], "Mark H" <[EMAIL PROTECTED]> wrote:
>
> Same day stop exit would be hard to back test using daily data
unless you use entry at open. If you don't, there is no way to know
whether your entry or the stop is hit *first* on a daily bar. I think
that's the reason why trailing stop doesn't support same day exit. If
you do use entry at open, you can certainly simulate the trailing stop
yourself using your own code instead of ApplyStop().
For my case i enter based on close but enter on next days open. My own
coded trailing stop seems ok, until i do real tight trail i.e. 0.1*ATR.
The trailing stop is hung form yesterdays high, so on some trade
entries i think the entire days O,H,L,C is already lower than the
exit. So somehow the trade is not entered.
would you happen to know coding for a "real" trailing stop?
regards.
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