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