stfl / backtestd-expert

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Implement trailing stop by subclassing CExpertTrailing #8

Closed stfl closed 3 years ago

stfl commented 3 years ago

The current implementation of the trailing stop uses the CMoneyTrailingFixedPips and modifies the pips every bar based on the ATR. The current default is a distance of 2.5 ATR from every closing price.