Hi! Could you help me with the following code?
Basically, I want to enter a position after a consecutive loss series.
For instance, we enter a long trade every time the price (using the buy stop order) touches upper price channel. But we enter a long trade only after a 3 consecutive losses.
I didn't manage to find any suitable class/field which can provide me with such possibility. Whenever I try to make a new array of losing trades I meet the following issue: in order to add a new losing trade to an array I have to send a buy/sell order, but under my logic I don't enter a new trade before N losing trades happen...
Is there any way I can make such filter?
Thank you in advance!
P.S. I beg you pardon if such topic already exists but I didn't manage to find it.
LOSS SERIES filter
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