In Switchback, I don't quite understand how the DiNapoli pause works and the documentation is scant. Changing the "Include pause" option to "Yes" does not actually prevent trades from opening, but it seems to allow positions to close if "Close positions" is set to "Yes".
How do I prevent trades opening without causing other trades to close?
How are the DiNapoli parameters of the DiNapoli Pause section set (ie Fast-K, Slow-K, Slow-D)?
Such a feature would allow grid poistions to stop opening in the case of an unusually sharp move in the market without sacrificing existing positions.
