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Lord Helmchen's avatar

Thank you for sharing these experiments, even though they didn't turn out as expected. Your willingness to share both successes and failures speaks to your dedication and seriousness. I appreciate it!

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ark's avatar

Hey quantitativo, I've enjoyed reading through your posts. You may want to consider including transaction costs along with varying levels of slippage. Aside from that, sensitivity analysis and parameter selection may be more practical on a walk forward basis. Regardless, great work!

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