Apologies if this has been covered elsewhere, but my searches came up empty. I've been playing around with the backtesting function in Multicharts. I use custom-built entry signals that port easily to the backtesting engine. But when I trade manually, I use the exit strategies built into the platform (https://www.multicharts.com/features/entry-and-exit-strategies/). Does anyone know of a way to port those into the backtesting system -- is there, for example, a way to access the script that drives a multi-level frontend exit strategy, or some other way to use these pre-made exits in backtesting?