My question is about 20-day breakout trading strategy. The rules are like Turtle rules: enter the trade when you have 20-day high or low. The exit rules are 10-day low if you're long, and 10-day high if you're short. My question does 10-day high (or low) start from the date when I entered the position or it can be any 10-day high or low? I'll try to clarify with the example. Let's say I shorted GBPJPY on 10/25/2000 which is pointed with the red line. On 30th Oct, we have 10-day high (shown with the gray line) but only 5 days passed since we shorted the currency pair. Should we exit our short position or 10-day high rule starts from 25th October?