Suppose you want to build a trading system and you've already bought the rules, but always try to find the best selling rules that make your system more profitable. In order not to waste your time and make sure your purchase rules are correct, I suggest you work with a first exit after N days of sale rule, you can vary N to ensure that your system is profitable over different periods of detention. If you have found your system to be profitable if you came with a good buy rules and you can now start working on selling rules, stops ... If not, forget this system and start looking for another.A simple trading system that uses a set of procurement rules and a single exit after N days, will show you if you use the rules right buyer. A large percentage of profitable trades is very important that you should consider the system showed an increase in the number of profitable transactions.
Many times I ended up a trading system that displays the percentage of profitable trades over 65% and a negative development is the retention period of 5 days and then sell it after the change in principle, could improve this to 75 %, sometimes more and get a nice return.
It is not always the case, but more important to know is that it works with a weaker showing than the winner with a period of detention is a bad idea, unless your statement to see mainframe.
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