I'm trying to create a simple automated strategy.
The entry is based on a usual moving average system and works as following: you enter
the market long on the bar where a fast moving average crosses above a slow moving
average and in the same way you go short if the fast moving average crosses below the
slower moving average. And till here, no problem with the strategy builder.
now I would like to add a breakout filter. At the bar when the fast moving average
crosses above the slow moving average the trade is not directly initiated. I would take the
high of this bar (“crossover bar”) and keep it as the entry stop point as long as the fast moving average stays above the slow moving average.
Now If I set the function "enterlongstopmarket" and I set High as the Stop price, the system enters only if the next bar has a High > the crossover bar, but doesn't enter if the new High is produced, for example, at the third or fourth bar after the signal.
What can I do for keep the crossover High as the entry stop point as long as the fast moving average stays above the slow moving average and not only for the next bar?
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