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by RSCtrader
Tue Sep 16, 2003 2:42 pm
Forum: Forex
Topic: Backtesting and Accounting for Carry
Replies: 17
Views: 21694


I am trading a turtle-style trend-following system in Forex and have been for about a year now. I have done well as a dollar bear. As a long-term trendfollower I DO NOT ignore the rollover. In fact, I use it to my advantage. About 13% of my profits have come from the rollover. I only take spot trade...