I am looking for a way to Record the last trade in a strategy exited as a percentage and the trade exited 2 trades back. I want to use a trailing average of 2.
I am also interested to see if the Bar[1] was position.flat or NOTflat.
any references to the previous Bar position flat, long, short?
the last trade exited percentage PandL?
2 trades back trade exited percentage PandL?
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