Tighten Stops instead of Going into Cash
Currently the options are Go Cash/Short.Provide another option - to tighten stops on PW down.Further choice go into cashor rely on stops when market continues down from PW to Cdn.Auto loosen stops again when PW goes G.
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you have to do it manually, but you can now change the stop criteria at any given point in time during a backtest… in the holdings view, use the Edit Stops button.