I have a history of hundreds of executed trades. Given those trades, I want to know if there's a tool or framework that can help me figuring out:
What would have been the most cost efficient stop loss on trades that I lost money. This could be a fixed stop loss, or an ATR or even something else. I want to experiment.
What would have been the most profitable targets on trades that I made money. This could be a fixed target, or multiple targets, or even something else. I want to experiment.
Any pointers? I can code in pretty much any language if that's necessary.