"The Simple Strategy"
Author: pfelix
Creation Date: 5/12/2015 10:50 PM
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pfelix

#1
This script is my attempt to backtest the strategy outlined in the book titled "The Simple Strategy". My focus was on 5 minute bars. The strategy is not profitable in most cases, but I thought I would share in case anyone else wanted to test out "The Simple Strategy".

CODE:
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Eugene

#2
Thanks for sharing it Paul.

Here's the strategy's rules: A Simple Strategy for Day Trading