To achieve this, the code I have in mind is:
protected override void OnBarUpdate() { if (CrossAbove(SMA(10), SMA(20), 1)) EnterLong(100, "myEntryOrder"); /* Check if position is still open 30 days (i.e. 8640 5-min bars) later */ if ((Position.MarketPosition != MarketPosition.Flat) && (BarsSinceEntryExecution() > 8640)) ExitLong(); }
Greatly appreciate any advice, thanks
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