Maximum Value Since Entry Filled

Abbreviation: MaxValueEntryFill
Category: Trading Strategy: Position Information
Input Parameters:

Name Range Default
Trading Strategy
Time Series Close
# Fills Ago Int >= 1 1

 
Calculation:

Returns the maximum value of Time Series since the bar that the postion’s entry signal was filled.

 
Discussion:

Provides the maximum value of an indicator or time series since when the current position or a previous position was filled. Very useful when creating custom entry signals, trailing stops, and exit signals for a trading strategy.
 

Was this article helpful?

Related Articles