Hello, I have a strategy that buys a basket of positions when conditions are met. Currently, the strategy will exit based on stopTypeProfit and stopTypeLoss.
What I would like to test is the viability to apply stopTypeProfit / stopTypeLoss on the gain / loss of the basket. The two ways I've pondered are: 1) comparing the current ~~~Equity to the ~~~Equity when the basket was opened. 2) Creating a composite of the basket. Would anyone have any thoughts, concepts or sample code? Thank you in advance, Bill
