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Hi.
I have a trading script that uses two systems within it. Basically,
it boils down to:
buy1 = if buy1 conditions are met;
buy2 = if buy2 conditions are met;
buy = (buy1 and condition1) or (buy2 and condition2);
(conditions 1 and two are mutually exclusive)
And so on for sell, short and cover.
What I'd like to do is to use whichever method has been more
profitable over the past 60 bars, but I've had a very hard time
calculating the profit that would have been generated by each
method. You have to figure out if the buy came before the sell and
if a short sell reversed the buy, etc.
Any help would be much apreciated.
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