Pyramiding Entries While a Long Position Is Open
Summary
This forum post asks how to use pyramiding in a strategy that combines a higher-level long signal with lower-level entry and exit signals. The author wants to add long entries whenever the smaller-scale long condition occurs while the larger long condition remains active, then close the position when a smaller-scale short signal appears. The sample logic currently gates entries on having no long position, so subsequent entry signals are ignored after the first trade.
The post also asks how to keep a separate short strategy from interfering with the long logic. It provides an indicator screenshot to illustrate the intended sequence, but no reply or tested solution appears in the supplied text. As a result, it identifies the state-management problem rather than resolving it. The requested behavior resembles repeated position additions, but the post does not specify sizing rules, limits on accumulated exposure, or risk controls; these would matter when evaluating such an approach.
Key ideas
- The author wants repeated long entries while a broader long signal remains active.
- A condition requiring a nonpositive position prevents later entries after the first long trade.
- A lower-level short signal is intended to close the accumulated long position.
- The post asks how to keep long and short strategy logic from interfering.
- The supplied document contains a question and example, but no answer or verified implementation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.