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Stopping a strategy after consecutive losers

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Trending days or ranging days can make or break a strategy. If you have a system that does extremely well on trending days, you may look for a way to turn that system off during range-bound days. A simple filter you may use could be something like, "If the last three trades were consecutive losers, stop trading for the rest of the session


Key concepts in this example

Obtaining previous trade information to decide whether or not to keep trading for the day


Important related documentation

Trade class
TradeCollection class


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