Portfolio is MSCI International Country ETFs
01.01.2004– 05.10.2010 - daily data
Wide range bar is defined as “Today’s range is at least 50% greater than each of the previous five days.” StdDev of % wins is high. Because the system do not generate too much trades for each stock.
Win rate is high. Profit factor is good.
if wide range pattern occurs go long
if Close > 200 day SMA and 10 day sma > 10 day sma yesterday buy stop at the high of today.
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