This True Range Algorithm is Signaling a Short Term Pullback

2021년 2월 10일

On average a position was held about 7 trading days. Check out the strategy results below for detailed statistics.

2021년 2월 10일

노트

The trade has no stoploss and the position is swapped from long to short according to the strategy. I manage my risk via adjusting position size and the Max Drawdown % which in this case is a bit high at 35.9% (see numbers below).