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I have it added as the exit criteria and I have no other exit criteria (so no OR required?).
Can I just check that the script is correct? I have CLOSE() <= ATRTSCAN(CALCOFF=HIGH) but I think I may have changed it from the low which was the default?
Either way, I just ran the back on a single code (BXB) and I only get 1 trade in 10 years. It seems to be taking the first entry in the test period of the last 10 years on 2/9/08 and then the exit is on the last bar of the chart (30/8/18). In fact I suspect this is only because I have ‘close all positions’ ticked in the backtester.
In the attached chart of BXB, there are 3 show bars overlaid on the chart as well as the strategy trades arrows. Green arrows are possible entries (criteria is just a close above 18 period WMA), red arrow is the ATR Long Trailing Stop script above – you get 3 red arrows at the beginning of the chart in 1985 and then nothing and then the pink arrows are Mathew’s ATR exit script from this thread.
I have NO idea what I’m doing wrong?!! I’ve uploaded screenshots of the backtest as well as the workbook with the BXB chart…