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I'm using all quotations. Also, only using naz stocks, over $1.50 and
avg 30 day volume of over 500,000. This strategy shows some very
large share sizes at times that skew the results. For example MACE
on in November 2003, the backtester shows Long of 111,000+ shares ..
yikes!
Appreciate anyone who can offer suggestions what may be happening.
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DBO = H > Ref(H , -1);
BUYPAT=Ref(Close,-2)<=Ref(Open,-2)*.99 AND Ref(Open,-1)<=Ref(Close,-2)
AND Ref(Close,-1)<=Ref(Close,-2);
Buy = Filter = BuyPAT AND DBO AND L > Ref(L, -1) ; // prior low not
violated
BuyPrice = Ref(H, -1);
Capital = 20000;
RiskCapital = 0.005*Capital;
RiskAmt = BuyPrice - Ref(L, -1);
PositionSize = (riskCapital/riskamt)/2;
Sell = 0;
ApplyStop(stopTypeProfit, stopModePercent, 10,True);
ApplyStop(stopTypeTrailing, stopModePercent, 5, True);
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