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referenced in a forum message (Time stop based on stock performance over set period) by QuantShare 1676 days ago
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Hi Glen,
The trading system formula is evaluated to get signals. At that time, it doesn't know and cannot use variables such Number of bars held.
So using perf(close, 20) will always calculate the pe... |
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32 other stream items are available for Exit Position based on Profitability |
