I found the issue (see Robertos-Trailing-PercentageWW).
It’s in these two lines:
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1 2 |
SellPrice = max(SellPrice,PositionPrice + (y1 * pipsize)) ExitPrice = min(ExitPrice,PositionPrice - (y2 * pipsize)) |
because, sometimes the trailing stop EXCEEDED the current price, which should never be, as it might turn out that it’s never triggered and a loss is incurred in case the price retraces!
So just modify those two lines as follows, to make sure the current price (CLOSE) is never, ever, exceeded:
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1 2 |
SellPrice = min(close,max(SellPrice,PositionPrice + (y1 * pipsize))) ExitPrice = max(close,min(ExitPrice,PositionPrice - (y2 * pipsize))) |
