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Overview

Mechanical trading systems have many components. The common components usually include entry signals, exit signals, trade management actions like moving stops or moving targets, scaling in, scaling out, position sizing, profit targets, bar period, market traded, trading times of day and so on.

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Fast results, easy to execute

Part of the Another tool in a traders tool box, is not a replacement for a full backtest.

Evaluating the effectiveness of the entry signal on its own

Related Reading Material

The approach of entry edge was motivated by the books below.

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If the trade hits the target before the 10th bar, then the trade ends at that point and the results calculated accordingly.

Calculated Results

  • Entry Price

  • Exit Price

  • PnL

  • MFE

  • MAE

  • Score

  • R

  • R multiplier

Settings

  • Long/Short Subgraphs

  • Entry Price

  • Exit Price

  • Renko Uses Renko Open/Close

  • Holding time settings

  • Stop settings

  • Target settings

  • Trade window settings

Holding Time and Iterations

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