"CooledOff" in Rotation strategy
Author: Carova
Creation Date: 3/26/2020 11:13 PM
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Carova

#1
I know that there is a Community Component CooledOff that will suspend trading for all items for a given number of Bars.

How would I go about developing a similar capability for any given item in a DataSet? I am looking to incorporate this capability into a Rotation Strategy to prevent re-entry after a particular symbol is stopped out. Or is there a better way to handle this situation? Thanks!

Vince
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Eugene

#2
QUOTE:
...CooledOff that will suspend trading for all items for a given number of Bars.

No it isn't necessary for all symbols. It can work on a per symbol basis (e.g. How to Integrate CooledOff into the Darvas System) or in a broader sense, whatever you program it to do.

QUOTE:
I am looking to incorporate this capability into a Rotation Strategy...

You seem to have asked this very question 5 years ago and answered it yourself:

Avoiding Repurchase in Rotation Strategies
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Carova

#3
Oh my, I must be getting older! ;) Thanks Eugene!!

Vince
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Eugene

#4
We all are :)

Stay healthy.
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