I have traded in the past a mechanical system using the 'traders trick entry' setup. In that case I was placing manual orders using charts. I want to backtest the same strategy with Zorro.
The traders tick entry occurs when price breaks a 52 week high or low. The bar that breached the high or low is used to set a stop entry using the day high/ow as the stop entry. In addition, the low/high is used as the initial stop loss.
So for example if prices broke through a 52 week high of $10 and the bar that did it had a high of 10.10 and a low of 9.90. A stop entry would be set at 10.11 and stop loss of 9.89.
This is is where my issues lies.
How do I set an initial stop to refer to the setup bar?
I can use TradePriceOpen to the get the value of the entry price but how do I get the value of the low of the setup bar?
