A great read and even greater practical intellectual exercise by you to remove bias due to single parameter. Just a quick question if you have to think of any other technical analysis or statistical analysis parameter other than RSI which one will you choose?
I need to get into RealTest as well. Might consider adding some sort of limit order. (1-5% under yest close or some sort of close - ATR).
I'd put money on this increasing expectancy, but it will drop the number of trades.
This is one of the improvements I mentioned in final thoughts :)
Glad to see you getting into RealTest!
I absolutely love the platform, such rapid development and testing of ideas.
A great read and even greater practical intellectual exercise by you to remove bias due to single parameter. Just a quick question if you have to think of any other technical analysis or statistical analysis parameter other than RSI which one will you choose?