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Exit strategies (newbie question) Expand / Collapse
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Posted 9/26/2010 16:39:59 Post #12256
 

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Hi,
I'm currently evaluating RE and likes what I've seen so far

One thing that I wonder about is if it's possible to combine entry and exit strategies when back testing?
I.e. evaluate one exit method (a trailing stop for example) in combination with several entry strategies.

Or put another way: Must both the entry and exit condition be specified in the same code file
or can they be paired at runtime?

I apologize if missed something obvious...
Posted 9/26/2010 19:33:34 Post #12258
 

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Use an optimization paramater and then use switch to select each one at run time. This way you can optimize to see what wolrks best for you.


Posted 9/27/2010 01:35:02 Post #12261
 

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Thanks!
That should work, I didn't think about using optimization parameters that way.
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