Medium level CBT allows to cancel buy signals by setting position size to 0. Assuming the same applies for sell signals (i.e. cancel the signal), you could try using "Sell = 1;" as your sell logic and then cancel the signals using medium CBT when not applicable.
I'm not necessarily recommending the above. Just pointing out that it could potentially be done without low level CBT, if so desired. Mike --- In [email protected], "Pmxgs" <pm...@...> wrote: > > Hi, > > I'm trying to create a system where all my entry rules can be defined > without cbt, but the exit rule (which is to close all positions if the loss > of all open positions is greater than 5% of equity). > > Since I have to use exit trade method of cbt, do I need do use the lowest > level described in the help section of cbt? > > > > thanks >
