im tryng to build a strategy that it stops when the equity curve is below its SMA (21 period).The problem is that the strategy dont start to do trades. the code that i write for obtain this is. Can i get some help to run it? thanks in advance
protected override void OnBarUpdate() { if (BarsInProgress != 0) return; if (CurrentBars[1] < 1 || CurrentBars[2] < 1) return; myDoubleSeries[0] = SystemPerformance.AllTrades.TradesPerformance.Currency.CumProfit; if (SystemPerformance.AllTrades.TradesPerformance.Currency.CumProfit <= SMA(myDoubleSeries, 21)) { // Returns out of the OnBarUpdate() method. This prevents any further evaluation of trade logic in the OnBarUpdate() method. return; }
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