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Tuesday, April 29, 2003, 11:25:01 AM, you wrote:
n> In the backtest report, we get average winning trade and also
n> the average losing trade. If we got the standard deviations of
n> winners and losers around the averages, it would help to see
n> if outlier trades are happening and whether on the long or the
n> short side.
n> nand
Very nice idea. I agree 100 percent.
Yuki
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