Thanks. Looking forward to your findings.
For a next test I might build equity curves with position sizing built into them based on strong/weak signals and see what results that gives in an optimization test.
Thanks. Looking forward to your findings.
For a next test I might build equity curves with position sizing built into them based on strong/weak signals and see what results that gives in an optimization test.
Last edited by Rembert; 07-05-2011 at 03:58 PM.
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