How can I create a rotation strategy in which I could define exit rules? For example, I want to exit all current positions if SPY is below 200 SMA or some other conditions.
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Just add an Indicator Compare to Indicator condition to Additional Conditions such that the SPY (Qualifier: Indicator Symbol) has to be ABOVE the 200 dma.
@Cone does that stop entering new positions on rotation days, or it also exits existing positions on the following day the exit condition is met no matter whether it’s rotation day or not? The latter is what I wanted to do. Thanks.
If it's not a rotation day, then nothing happens. The rule just requires that SPY be above it's 200-ma. It's applies to all symbols so when the rotation happens, all positions will exit and none will be put on.
If you need a "complicated hybrid rotation strategy" that's also checking for exits on non-rotation days, then you'll need to write it in a C# coded strategy.
If you need a "complicated hybrid rotation strategy" that's also checking for exits on non-rotation days, then you'll need to write it in a C# coded strategy.
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