Tuesday, February 14, 2012

Acme R revisited

Even a little smoother equity curve.
Not applicable to many other symbols though...
Optimization parameters :

RectangleLength = 5
RectangleRange = 4
RectangleFactor = 1.5
RectangleRatio = 0.8

Trading Session = Extended with Pre and Post Market

Tradestation Strategy Performance Report - GOOG 120 min

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