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I am wondering that with the new portfolio backtester, a different
form of buy&hold comparison might be useful depending on whether you
are using stops or not.
Consider that, (covering long trades only) you might want to know
that you are stopping out too early or selling un-necessarily.
So you could compare either of
1. from first buy to first buy after a sell; did you do better than
selling?
2. from first buy to first buy after a stop, did you do better than
being stopped out?
The comparison basis might be
ratio of profit
for buy and exit on sell or stop
/ (divided by)
buy and hold till next buy after that sell or stop, or price open long
....
Would something like this be useful?
regards
Gerry
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