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Jeff,
Thanks a lot for the off list post, it was just what I needed. I have
been testing it on cocoa and wheat (just because I have been watching
them recently). Looks promising. Over the next few days I will be
filtering them to trade with the trend to see if it markedly improves
the profit ratio. I will post results to the list. Are there any
futures contracts which you think are particularly suited to this
system?
Best
Barry
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