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You'd be referring to me, here. I don't understand how you can come to the conclusions above - your blog entries do NOT support your conclusions as you are changing TWO variables, not one.


System 1: ROC Breakout Entry + Random Exit

System 2: Random Entry + MA Exit


These two systems have NOTHING in common and cannot be compared.


If you really wanted to compare systems, you'd compare;


System 1: Random Entry + Random Exit

System 2: ROC Breakout Entry + Random Exit


You'd then be able to find out if the entry added or subtracted value.


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