Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | Good place to start is to define what you mean by “20 day moving stop”. Offhand I can think of several ways to read that: 1. Exit a trade after 20 bars, regardless of P/L 2. Exit a L/S trade if Close crosses above/below a 20-day High/Low 3-5. Same as #2 but Close vs 20 day SMA/WMA/EMA 6-8. Same as #3-5 but H/L instead of Close. (I could probably list 10 other variants given another two minutes.) The very best way to implement a particular type of stop is to use OLang to custom-program it. Then you know exactly how it works, and can fiddle with it as needed. [Edited by Jim Dean on 6/11/2019 10:40 AM] | |
