Hello,
I´m in the process of coding a proprietary stop for
the first time.
Since I need to use low-level CBT for backtesting,
I wonder how to implement the stops into my code.
I understood that a proprietary stop is actually
nothing else than an additional sell rule (in case of a long positon),
coded as a loop.
My question would be the following:
1. Can I leave the stop code in regular AFL part
just as the buy and sell rules or do I need to write it in CBT part of the
code?
2. Since I use low-level mode of CBT, I need to
call bo.handlestops(i). Does it "recognize" the stop part of the code, or do I
have to tell it somehow. Or do I only have to use it for stops coded as
applystops?
Maybe, someone could provide a sample code, how
proprietary stops are being implemented into CBT routine?!
Any help/suggestion is highly
appreciated!
Thanks
Markus