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Mar
1
comment One bar look-ahead backtesting
The results of this test with the look-ahead bar indicates that one cannot influence a trade with SL and TP once its gone in the wrong direction. I asked myself: why bother with SL and TP? That's one of the main reasons of that question. You could write a simple test and see this phenomena for yourself.
Feb
12
comment Estimation of Geometric Brownian Motion drift
Thank you very much!!