QuoteDislikedI hope I am understanding all this properly
QuoteDislikedOne other important aspect to consider is the exit of the trades. Someone said they had been exiting when the spread goes back to zero
In my example, you see that the maxWin was 126, the threshold was 129, and the spread at entry time (HedgeRange) was 205. I don't think that until the spread is zero, we win more as 130 pips (maybe yes, maybe no...).
QuoteDislikedI hope we can get some input from the other guys that were reading this thread earlier since I know some of them are some very sharp traders.