I'd like to be able to backtest scenarios in which I can 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 an adjusted value and/or can be closed out at certain profitability.
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It’s already possible in a C# Coded Strategy.
Right, but I guess it's a follow-up to my invitation to discuss this in another topic:
Adjusting S/L value after trade becomes profitable with Blocks
Adjusting S/L value after trade becomes profitable with Blocks
Forget about splitting. Just set up two entry blocks that have the same conditions. Then, you can apply different exits to each one.
"Splitting" positions in a WL8 C# strategy is pretty easy, but more logic is required to track if the split condition occurred and what to do if it did or did not. I don't think it would be trivial to integrate with existing building block logic.
"Splitting" positions in a WL8 C# strategy is pretty easy, but more logic is required to track if the split condition occurred and what to do if it did or did not. I don't think it would be trivial to integrate with existing building block logic.
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