Hi All, I am attempting to code the following system exits however am having no luck in making the code work.
Idividually, I believe I can mostly code each of the below exits, however I am not sure how to make them work as one so that in backtesting AmiBroker calculates the correct exit. Would anyone be able to offer some guidance as to how I can best code the following Exits for a Short mean reversion system: Exit 1 = Disaster Stop = Entry price + 4*ATR(20) Exit 2 = Trailing Profit Stop = MA 3 - 0.5*ATR(20) only to be placed on DAY AFTER entry into the position Exit 3 = Time stop = Exit next day once you have been in the trade for 2 days. Exit next day on open Exit 4 = If distance between the Minimum value of today's Open / CLose and today's LOW is greater than 1 ATR(15) then Cover next day on open - NOT TO CAUSE EXIT ON TRADE ENTRY DAY Thanks, Dimitri
