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

Author: clonex

September 28th, 2020

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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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