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Hi,
I'm was wondering if it is possible in AB to incorporate the equity curve
of a system within a backtest, using it to test the following:
a. No new entries if a closed trade crosses below a moving average of
the equity curve and re-enter when a closed trade crosses above the
moving average. Another idea is to use a percentage on the equity curve
instead of a moving average.
b. Using the above also test tightening the actual trailing stop on the
open trades. ie: if a closed trade crosses below a moving average (or
whatever) then instead of using a 3 x ATR stop then use a 2 x ATR stop
on the open trades.
Note that the trades in between the exit and entry need to be tracked for
the re-entry.
If this is possible, do you know how to set it up please?
Cheers, Glenn
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