I'd like to do some backtesting on two different scenarios:
1) adjust the stop loss value after a trade becomes profitable (e.g. moving it from 10% to 5% upon breakeven)
2) create a split in the stop loss, i.e. 50% of the position retains the original stop loss value, and 50% of the position have a lower, adjusted value.
Is there a way to do with with building blocks? If not, could it be coded?
1) adjust the stop loss value after a trade becomes profitable (e.g. moving it from 10% to 5% upon breakeven)
2) create a split in the stop loss, i.e. 50% of the position retains the original stop loss value, and 50% of the position have a lower, adjusted value.
Is there a way to do with with building blocks? If not, could it be coded?
Rename
Although the PowerPack brings a Stop upon Breakeven after X% MFE, you cannot adjust the stop loss parameters in the act. Both this and #2 i.e. splitting a Position in general (stop loss should not be a factor in this context) can be accomplished using C# strategy code.
Thanks, Eugene.
You're welcome. On #2 it just occurred to me that since we split a Position by assigning Quantity to an exit signal, potentially it could be a way to create a split with Building Blocks. Maybe this could be a #FeatureRequest then.
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