Trailing RT Stop
As a backtester, I would like to set a Trailing RT Stop, so that i can trigger a sale before round-tripping the trade back to "even."
I think a Trailing RT Stop is far more valuable than the current "RT < n" stop. An example would be "Stop if Trailing RT delta is at least 0.50". For a long position, this closes if RT drops by at least 0.50 from peak. For a short position, close if RT rises at least 0.50 from trough.
1
vote
Ken Reso
shared this idea