Posts Tagged ‘trading success’

Time Filtering Doesn’t Reduce Robustness: Qallaryi’s 25 Year Simulated Results

Since the creation of the Qallaryi strategy at Asirikuy there have been significant problems with the congruence between its back-testing and live trading results. Since the strategy had implemented an hourly time filter that allowed the trading or not trading during each specific hour of the day, our first thought was to think that this […]

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