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- 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...