You would have to include the reentrant logic in your Buy. If already in a position, the backtester will ignore the redundant Buys. If the position has been stopped out, the backtester will reenter.
For your specific example, you would have to voice what you consider to be a valid reentry after the 4% stoploss. Then translate that to Buy logic and "OR" it to your original Buy. Mike --- In [email protected], "graphman27" <st...@...> wrote: > > I've noticed in trend-following strategies that use stop losses that it can > be quite easy to get stopped out of a position due to a max trade loss, but > not get a new buy signal for weeks or months. If the investment vehicle > merely had a quick dip of say -4%, you get stopped out but the symbol quickly > reverses upward for a big move, you could miss the whole thing. Moving > averages and any other trend-following signal could easily fall into this > trap. > > So, for example, what would be a simple way to make sure that once you're > stopped out, you can get back in to a major move WITHOUT waiting for a new > buy signal from the CROSS? > > ex: > > Buy = Cross(MA( Close,7 ),MA( Close,42 )); > > Sell = Cross(MA( Close,42 ),MA( Close,7 )); > > > Thanks! > > Steve. >
