September 28, 2020

5 1

Exclude % of trades with the biggest ABSOLUTE value of profits/losses

This snippet cut the biggest profits/losses from the original trades list.  If you set 5%; snippet will cut 2,5% biggest profits and 2.5% of the biggest losses.

This snippet can help you with determining if your strategy is overfitted to “few”  big movements.

 

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Emmanuel
Emmanuel(@emmanuel1)
November 23, 2021 9:34 pm

Excellent !!! Thank you , this is really helpful to have code example