These are not HARD stops. They are EOD stops, so you get out of trade at the EOD, and the trade was down 7% when it got out at EOD. And it was not down more than 4% the previous day. Hope this helps.
I like your suggestions for protocol modification. Have tried some similar coding on rebuys after stops.
Will look into these when I get a chance. Will let you know if there are improvements.
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