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Joined: 3/6/2014(UTC)
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Hi All, I have historical 5 minute data on my pc , I am trying to backtest a simple system. The system is as follows :
Buys = C> Ref( BBandTop(C,20,S,2),-1) {entry is at close) Initial stop = LLV(L,5)
Risk = Entry - Risk
Once the price is at Entry +Risk, the stoploss becomes LLV(L,3)
If stoploss is not triggered till market close, exit at the penultimate bar of the day. Lets say a time based exit if stop not triggered Also, if a hard stop money management can be fitted to this. Let's say $2000 as fixed stop. hence Position = 2000/Risk
Any help showing me the right direction would be appreciated
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