StockFetcher Forums · General Discussion · Backtesting exits question<< >>Post Follow-up
evo34
77 posts
msg #115175
Ignore evo34
9/1/2013 7:35:13 AM

Is it possible to create a backtest exit like the following:

If exit test is satisfied on today's close, exit the position at next open, only if next open price >= today's close. So if a stock closed at $8.00 and triggered my exit, the backtest would exit the position if the next day's open was $8.00 or higher. If not, position would be kept.

Thanks.

StockFetcher Forums · General Discussion · Backtesting exits question<< >>Post Follow-up

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