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This weekend I re-read the Charlie Wright articles that I had
referred to in an earlier post. I decided to study the methods he
used for adding and subtracting things from his system in the
examples he gave.
I took one of my better performing systems for trading ETFs and
applied his logic to it. The outcome was a very large improvement in
the performance of the system. Much more than I was expecting.
Those articles are worth paying attention to.
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