JuergenUnregistered less info
|visits||member for||1 year, 10 months|
|seen||May 13 '12 at 20:53|
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.
Estimation of Geometric Brownian Motion drift
Thank you very much!!