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I just completed a 350 bar system test in which 24 MaxLoss stops were
triggered: 9 out of the 24 or about 37% executed wrong in the MS 7.03
system tester. The problems occurred when the stop condition occurred
either on the trigger day or on the delayed entry date. Stops were either
completely missed or were delayed by one day.
You may want to consider this when optimizing a MaxLoss system in the
system tester, it is virtually impossible.
Happy trading,
Herman.
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