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Steve,
The method is relatively new. The only available real application is the
recent DELL trend.
The result was to avoid the first, premature exit at A, stay 8 [or 9] more
days and improve the final profit
without whipsaw expenses.
It is experimental, far from a systematic trading system.
See in the att. gif how the two versions act [my case is the green
line]
The first diverges gradually from the fast black trend detector, the second
is activated after a 20-bar threshold T.
They gave a delayed exit by 8 [respectively 9] bars
Dimitris Tsokakis
Steve wrote :
Using my normal range (1997-2003) I'm unable to get a
profitable system
(with ^NDX) even after a little optimisation. Anyone winning
with this?
Steve
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