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PureBytes Links
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Chris,
with the AFL code I can plot a few things. I show
2, the graph of the theoretical return + real return (started tracking this on
May/9, before I tracked this stuff with Excel which cost me a lot of time. As
you see my system having a bad period hehehe ... system is
flat, I am making a some money). Then the other chart is normalised cumulative
delta (the difference between the open price en the entry / exit price). If this
number is negative it means that I am performing better than my theoretical
system. A number of -0.1 means 0.1% per trade better than the theoretical
system.
rgds, Ed
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