I've seen some discussion of the various contibutors to turtle performance...and I tested a few that contradict what some other people here posted, so I wanted to get some commentary...
Unit Add...(All of these are with the original turtle parameters,)I first tested the Unit Add(ATR), and my results show that the pyramiding has the same CAGR, but with higher DD. Don't most people say that the pyramiding increases results...?
Stop(ATR) I also tested the the Stop(ATR), and it increases performance dramatically as the Stop approaches 0. I dont know how VT approaches intrabar prices(ie if you put a stop at your long entry price, do the bars reflect if the price moved down then back up through the entry or striaght up to the high?) so, at what resolution is the stop not realistic from the entry price?
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