Backtester should allow stops to be changed for existing positions when the signal changes.
I've often thought that in reality, I might tighten my stops on positions when the timing signal changed. For example, i might start with a 10% trailing stop on new long positions initiated during an UP signal. If the signal moved to DOWN, I might tighten the stop to 5%.
4
votes
Paul Claussen
shared this idea
-
Harriet Forrester
commented
Yes, I would like to backtest with different stops during down signals.