So in the code
protectedoverridevoid Initialize()
{
SetStopLoss(CalculationMode.Percent, perstop);
SetTrailStop(CalculationMode.Percent, 2*perstop);
CalculateOnBarClose = true;
}
it seems SetStopLoss will predominate.
But this conjonction of a stop loss & a trailing stop is possible in Strategy ATM... How to code it?
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