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I'm trying to Back-test a stop-loss strategy that seems a bit more
complicated than those anticipated by the "ApplyStop" function, and I
need to keep track of whether I am long or short, and what my entry
price was. Clearly the BackTester must know this information in order
to be able to assess profit and loss on exit, but there doesn't seem
to be a reserved variable that records this information. When I try
to program it I keep getting into loops with uninitialised variables.
For example, I want to set a fixed-amount stop loss on entry, and
then, if price has moved in my favour, move the stop later to a break-
even point. For that I need to keep track of my position, and my
original entry price. Has anyone any suggestions?
Thanks,
Paolo
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