Hi, I would like to introduce a number of flags within my strategy, for example, if the strategy has too many losing trades in a day I want to limit or stop trading. This is easy enough to do, however, during backtesting these flags are not automatically reset at the beginning of a new day.
I can think of a number of ways to solve this: I could detect the new day within the strategy from the date or time and reset the flags explicitly. Or I could use an indicator for each flag. Both seem a bit of a kludge, does anyone have a clean way to do this in the current framework. Cheers, Paul -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
