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A question on how to compare buying signals



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I wondered if there was someone willing to share a number of good ideas on
this topic. Testing a strategy is pretty straight forward, but comparing buy
signals is a little tougher, since it is likely the best sell signal to use
is depending on buy signal used.

Is there anyone who has a good way of looking at buy signals more isolated,
to see which of them that deilvers good results? Any tips on how to do this
and what to look for when comparing (like for strategies, I compare kelly
value and Sharpe ratio).

--- Mats ---


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