einok msg #93026 - Ignore einok |
5/21/2010 11:04:29 PM
I have been reading the SF manual, but haven't been able to come up with what I need for an exit on my Backtesting.
Here is what I am trying to do:
1: I would like to take note of the days low price when the RSI level is below 60
2: Once I have that low, I would like to exit on any day (whether it is the next day, 10 days, etc.) that closes below that low
3: But, if RSI goes back above 60 without breaking that low and then closes below 60 and creates a higher low, I would then use the higher low as my new exit. This would allow me to do a form of trailing stop.
I appreciate the help. This has me stumped.
Thanks,
Erik
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