performed over your historical data. I proceeded to run the backtest for each stock over the full 2 years with a fake 10,000 account. However, backtesting is just the start because the immediate step is to forward test your strategy. If you find enough and strong evidence that some days tend to produce better results for the double top/double bottom pattern then you should focus more to take the trades during those days with the best potential.
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Now we have a framework and we know exactly how were going to trade this every single time it happens in the market. Please do further research before using any of the strategies described in this post. In the R version,"s are downloaded directly from Yahoo Finance using an addon called quantmod. We have streamlined this process in traide. Also, please give this strategy a 5 star if you enjoyed it! Also, read bankers way of trading back tested trading strategies in forex market.