When running backscanner with a Trade-Based Rule to Exit all 'X' Bars from now...

The results do not come out correctly if my Buy condition hits more than once before the Trade-Based exit rule occurs. When this happens it resets the Trade-Based Exit rule and results with some of my backscanner trades lasting much longer than the desired exit time and skewing my overall scan results.

How can I prevent this from happening?

Thanks,

Cortner

If the Exit All is being extended because the Entry condition is true on the same bar as Exit All, you may be able to correct this by setting the Exit All higher in the BackScanner list than your Entry condition.

If it is actually extending the Exit All every time an Entry is met (and not just when they are true on the same bar), there really isn't anything simple you could do to get different behavior.

The complicated thing to do would be create a chart condition for the Exit All instead of using a Trade-Based-Rule. But there is no built in way for your chart conditions to know the status of the trade. You would need to completely replicate the entire BackScan in the condition to know when a trade has actually happened.

Switching the order in the backscanner worked!

As always, thank you for you support and I appreciate how quickly you repsond to questions.

-Cortner

You're welcome.