Here is the code for the stop loss calculation.
private double LongStopPrice(double entryPrice) { // ATR_LB_Stop set to 5 Series<double> averageTrueRange = new Series<double>(this); Indicators.ATR atr = ATR(averageTrueRange, ATR_LB_Stop); double stop = (StopLossMulti * atr[0]); return entryPrice - stop; }
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