Hello all,

I was wondering if someone could help me with this :

Let's say we have a stop buy and a stop sell assigned on for "SPY". I want to find the breakout day (the day the stop buy was filled) and use it to assign a new stop sell value. The new stop sell value being equal to the 5 day low closing price prior to breakout day (breakout day included). (Daily resolution) 

Thanks, I appreciate it.