Hi

the full article is linked below but the premise is to use the entry signal for a vectorial system as an exit signal for swing trading systems giving plunge protection, for the systems that I have tested so far this reduces the time in market, draw down and increases P&L through an increased trade count

https://robofuturestrader.com/prorealtime-code-library-vexit/

Code I used: Optimising for ang1 and ang2

timeframe(5minutes)
once periodea      = 12
once nbchandeliera = 14
once periodeb      = 20
once nbchandelierb = 33


mma         = exponentialaverage[periodea](close)
adjasuroppo = (mma-mma[nbchandeliera]*pipsize) / nbchandeliera
angle       = (atan(adjasuroppo))

mmb         = exponentialaverage[periodeb](close)
pente       = (mmb-mmb[nbchandelierb]*pipsize) / nbchandelierb
trigger     = exponentialaverage[periodeb+lag](pente)
once lag           =  5

// buy conditions
condbuy = angle >= ang1
condbuy = condbuy and (pente crosses over trigger) and (pente < 0)
condbuy = condbuy and average[20](totalprice)>average[20](totalprice)[1]
condbuy = condbuy and close>low

// short conditions
condsell = angle <= -ang2
condsell = condsell and (pente crosses under trigger) and (pente > -2)
condsell = condsell and average[35](totalprice)<average[35](totalprice)[1]
condsell = condsell and close<high

if longonmarket and condsell then
sell at market
endif
if shortonmarket and condbuy then
exitshort at market
endif