It strikes me that flattening MOC (Market On Close) orders are often the exit of choice for trades with the day's trend. Especially when combined...
Just testing the water... Does anyone here trade mechanically on EOD data with a 3 to 10 day holding period?
Now that I've got your attention, I'd firstly like to thank Acrary for his thought provoking posts. That said, here are a few links that...
*The context is systematic trading. *The variable in question is holding period per trade. *Let's define short-term trading as holding an...
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