=+3. You have tested a system, and it has an MDD of 30%. You are willing to
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=+3. You have tested a system, and it has an MDD of 30%. You are willing to have a 45% drawdown.
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Technical Analysis The Complete Resource for Financial Market Technicians
ISBN: 978-0131531130
1st edition
Authors: Charles D. Kirkpatrick, Julie R. Dahlquist
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