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Evaluating the effectiveness of the entry signal on its own
Related Reading Material
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The approach of entry edge was motivated by the books below.
“Building Winning Algorithmic Trading Systems”, Kevin J. Davey
“Way of the Turtle”, Curtis Faith
They both provide good insight into strategy development methodology and how entry edge analysis fits into that process.
Trade Simulation
For each signal on the chart a trade is simulated and the results summarized.
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