Disliked{quote} Here is a 21 year test undertaken by Jez Liberty on a portfolio of currencies and futures using a random entry condition of flipping a coin for short or long with a trailing stop condition and occasional re-balancing. Pretty good overall results. The system first “tosses a coin” to decide whether to go long or short the market. An initial stop is set below/above the entry price at a distance equal to a fixed multiple of the volatility measure. That entry-stop distance is used to calculate the position size, so that the risk per trade (amount...Ignored
Thank you very much for the interesting linked article. I wonder how different the results may be if a coin entry was used every day. So, essentially, the gentleman tested the effectiveness of a trailing ATR exit? Monkey entry, but calculated exit
Wonder how a calculated entry with a monkey exit would perform..
Best Regards,
Tzamo
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