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Backtesting - Stops, Trailing Stops, and Limit Orders

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  • Backtesting - Stops, Trailing Stops, and Limit Orders

    I'm at a loss and I can't find any information on how to code these strategies into my formula.

    Example (completely arbitrary #'s here):

    Upon entering a position, I would place a 40 pip stop, trailing at 10 pips, with an 80 pip limit.

    I saw a MA crossover formula with stops and limits, but I couldn't figure out how to make it a trailing stop. Actually, I couldn't figure out how the stops and limits were entered in either.

    Also, is there a publication out there that teaches the EFS syntax? I mean, there are books for VB, C++, and so on... why not EFS? Or IS there one?

  • #2
    techinvest
    You may want to read through the Guide to Developing eSignal Strategies which contains explanations and examples for all the subjects you are asking about.
    I don't believe there is a publication specifically dedicated to EFS however EFS is based on JavaScript and you can find the Core Javascript Reference Guide in the EFS KnowledgeBase
    Alex

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