There’s a thing called “bad print” where a large tick appears in the SD data stream. Sometimes these are errors that have not been corrected or just one-time trades. I’ve been adding a 1-min ATR to my formulas to prevent triggering on these events. I’ve set the ATRs threshold to 0.1 but may change that as I gain experence using it.

I’ve been backtesting and realtime testing strategies using SD since April and although I now have a strategy I want to use for automatic trading I still don’t trust the data.

Bar[Close,D,1] <> EntryPrice AND Bar[Close,D,2] <> EntryPrice AND Bar[Close,D,3] <> EntryPrice AND Bar[Close,D,4] <> EntryPrice AND Bar[Close,D,5] <> EntryPrice AND Bar[Close,D,6] <> EntryPrice AND Bar[Close,D,7] <> EntryPrice

It’s tedious, but hey, welcome to StrategyDesk. Also, please note that this formula assumes that NO OTHER DAY CLOSES AT EXACTLY THE SAME PRICE AS YOUR ENTRY DAY. If, by some fateful coincidence, the price closes on day 5 (or day 105) at EXACTLY the same price as the day you bought, StrategyDesk will start counting from zero all over. Exercise much caution.

Aside from that, all you’d have to do is add an “AND” and either a “Last” or “Bar[Close]” is greater than 1.03. For example:

(Last > EntryPrice * 1.03) AND Bar[Close,D,1] <> EntryPrice AND Bar[Close,D,2] <> EntryPrice AND Bar[Close,D,3] <> EntryPrice AND Bar[Close,D,4] <> EntryPrice AND Bar[Close,D,5] <> EntryPrice AND Bar[Close,D,6] <> EntryPrice AND Bar[Close,D,7] <> EntryPrice

Hope this helps!

What is a formula for the following:
After at least one week, sell when the the stock has risen at least 3%.
(ie: dont sell within the first week)

Thanks a lot!