Thanks for your help. I've been trying to come up with an "OR" additional signal for re-entry.
Steve. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > 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" <steve@> 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. > > >
