Strategy Logic

This strategy optimizes the entry points after signals from a basic moving average system.

The main logic is:

1. Calculate moving average over a period (e.g. 20-day)

2. Crossovers generate long/short signals

3. After signals, don't enter immediately but wait for better levels

4. If better levels occur within specified days (e.g. 3 days), enter trades

5. If not, enter at closing price on 5th day to avoid missing out

This seeks to capitalize on resumption of trends after consolidations rather than entering signals immediately. Allows establishing positions at improved levels.

Advantages

• Entry optimization for better entry levels

• Maximum wait days avoids completely missing trades

• Simple and clear rules easy to implement

Risks

• Waiting time and thresholds require optimization

• Could miss some short-term trend opportunities

• Needs to monitor both time and price conditions

Summary

This strategy aims to get better entry levels through simple entry optimization while ensuring trends are not missed. But optimizing wait time and entry criteria is crucial.