I'm currently trying to improve exit efficiency on my strat but I can't find anywhere where it documents how you calculate the "maximum/minimum price seen".
I imagine that in determining exit efficiency you have to have to look at it in retrospect and have a predefined look forward value for number of bars in order to find the highest point of the move after the exit, trouble is I can't find anywhere to set a look forward value.
Any help appreciated.
Cheers
Ross
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