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by rgd
Mon Sep 14, 2009 11:04 am
Forum: Testing and Simulation
Topic: Enter/Exit on Retracement
Replies: 2
Views: 2867

In my program, I trade 3 LTTF systems, of which 1 buys a retracement. However, it has the lowest sharpe ratio as well but it performs well when the others are not.

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