If I trade always on close (I only have close prices),

and based on today's close price, I will figure out whether to stop out or
not on tomorrow morning. And if it there is a stop indeed, then we trade on
tomorrow's close to exit.

How do I write ApplyStop function for this case? I am aiming at a trailing
stop based on percentage of price.

I've browsed the web, but got very confused, by the following,

*ApplyStop( type, mode, amount, exitatstop, volatile = False, ReEntryDelay =
0 ) *

Thank you very much!

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