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Finding the breakout day (day a stop buy was filled)

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.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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