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> for equity curve filtering. Murray Ruggerio presents some code for
> this in his book, Cybernetic Trading Strategies, as I recall.
Since the topic of Equity Curve Filtering has come up in the past before, I
thought I would let anyone who cares know that Pierre SirTrade Orphelin
actually sells a user function that plots a // EC and allows you to trade
off a filtered EC. No affiliation, this is just for information for those
who would want this hard to find - and hard to code - tool.
David
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