Saturday, August 18, 2012

Composite Equity Curve for daily range < 50% ATR(14)

Here it is! Time to enjoy my weekend.

By deleting duplicated trades, we are left with around 600 trades that took place from 2001 to mid-2012.

That gives us approximately one trade per week (600 / 11.5 years = 52).

1 comment:

Note: Only a member of this blog may post a comment.