Reply to thread

I disagree that this technique could improve the exit due to the constant slippage of getting out and then back in again at a higher price when you call the tops incorrectly. The real profit killer for a trend following system is cutting profits short, not letting the last little bit of profit go before the exit triggers.

However - please be more specific - if it's codable, I'd certainly be interested in backtesting the concept.

There is one possible exception that I'd possibly concede - exiting a trade early that's gone parabolic and buying back in. Maybe (I haven't backtested it).