Reply to thread

[USER=84133]@dpong[/USER], the StaleStop that I use is much different to the ones below but it will be a starting point for you to evaluate. I notice that you use a Looping trailing stop & would suggest you add this exit as you need to store the bar at entry - so if either is hit (Trailing Stop or StaleStop) it will give you a sell signal.

With an ApplyStop you add the StaleStop to the code.

[USER=73740]@Trav.[/USER] may elect to post using both methods below as (1) inclusion of a StaleStop in a Trailing Stop or (2) inclusion of a StaleStop in an ApplyStop. (give Trav a "PM" & ask if he would have the time)

Simple StaleStop examples

I've quickly coded you two examples using a 5 week period. In English, it means after 5 weeks if the position is not performing we are out of the sucker.

StaleStop = HighestSinceBars( Buy, H, 1 ) == 5;

StaleStop = ROC( Close, 5 ) < 0;

After reading this

You may not need Trav's help.

Skate.