I'm trying to add a condition to my sell rule without creating a
future leak. I have the following:
Sell = Cross(Trigger, Close) OR ((BuyPrice - Ref(C, 5)) > 0);

I'm trying to get it to exit a trade if it is not profitable after 5
bars. Problem is it creates astronomical results and the formula check
indicates there may be a future leak stating that 40 future quotes are
required in the calculations.
I could also use the stopTypeNBar setting on the ApplyStop function
but I still need a way to measure the profit/loss of the trade a
number of days after the buy but do it without peaking into the future.

  Pete  :-)

Reply via email to