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ETD for backtesting
Is there anyway to calculate the amount of time or bars it took for a trade to reach the MFE? With that info was thinking I could calculate for all trades the average time/bars it took to reach MFE and the average MFE amount and set an exit condition to have it cutoff trades that haven't reached the average MFE amount by the average time/bars.Last edited by zachj; 02-12-2014, 08:32 PM.Tags: None
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