Although the results are excellent, this strategy needs 'steel nerves'...
Today (on 5/24/15 Sunday) after the market open the strategy had opened a couple of trades, some of them with significant lot sizes (up to 3 lots on a 10k slave account). Within 20 minutes the account was in -12% DD. Although the trades have closed in nice total profit (+5%), it was a stomach churning ride due to the significant and rapid DD.
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