Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Backtest'

How to Start Trading a New System?

February 3rd, 2011 · 6 Comments · Strategies

Today is the big day… After months or years of research, your trading system is finally deemed ready for production, and the latest back-test shows open trades as of yesterday (from earlier signals). How do you handle these positions in your new system today? You have two basic options: Skip these positions and only enter […]

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