What's your exit strategy?

Quote from newguy05:

basically it enters order when ma10 moves above ema20 above ema30 (among many other conditions)

You might try longer time constants, say 100 or 200 days.

Maybe keep things simple and start with a moving average crossover system. A system does not need to be complex to work.
 
A rule that appreciates the entry.

You wouldn't use a trend-following model exit (trend has ended) with a swing or scalping model entry.
 
Quote from frostengine:

newguy,

What you are describing is something I've seen in all of my automated systems. I have yet to find a truly good answer to it.

I agree.

The only suggestions I have may be to leave the system intact and trade around the system in another account. Or, focus on money management/postion sizing.
 
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