I'm doing some backtest and want to keep my Long position even there is a sell/short signal, until it hit either target or stop price.
It seems the "Reverse entry signal forces exit" is exactly what I'm looking for: "If this switch is OFF - even if reverse signal occurs backtester
maintains currently open trade and does not close positon until regular exit
(sell or cover) signal is generated. In other words when this switch is OFF backtester ignores Short signals during
long trades and ignores Buy signals during short trades."
However, I just can not make it work. The test result still reverse the trade. Here is my buy/sell statement:
Buy = Cover = RSI<30;
Short = Sell = RSI>70;
I even add SetOption("ReverseSignalForcesExit", False) on my code and still no luck.
Can someone shine some light please?
Thanks