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Just to help you better… short on SPY

January 22, 2013

I’m working with half of my equity in the system and a 14X leverage on my equity. I use a 0,65% * ATR5 stop loss.

ATR5 = Average True Range (five days average) from Rob Hanna’s trading method method

I will publish a better post on this things just explain all the reasons.. and another one with the results.

for beginners:

NT= total occurences of the pattern in the past (all SPY life)

%W= % winning trades

PF=profit factor

MAX= max return

MIN= min return

the most important are %W and PF…

for tonight if SPY will close above yesterday’s close, with today’s volume lower than yesterday and today’s ATR

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