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Abstract
This article outlines a cost-effective way to test whether trading ideas accurately discriminate between profitable and unprofitable trading opportunities. The proposed Trading Strategy Accuracy technique is illustrated with an example of a trading strategy based on technical indicators applied to hourly data of EUR/USD foreign exchange rate.
TOPICS: Performance measurement, statistical methods, exchanges/markets/clearinghouses
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Don’t have access? Click here to request a demo
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UK: 0207 139 1600