In back-testing, add a feature that prevents new positions.

My use case is one that watches some technical indicator on the market, which is more precise than VV market timing signals. For example, "Don't open any new long position if MTI < 1.05".

Currently, I build a search that I know will yield zero results. I modify the back-test to use that search until the condition changes.

If this feature were implemented, the back-test would only have to evaluate stop criteria until the constraint was lifted. It would bypass running searches until the back-tester stopped, and the constrant "unchecked."