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Originally Posted by Duke Nukem
However it did not manage to be so god on demo.
I know thw author. He is FidoNet member, as I am. He told that he uses Cauchy theorem in some way.
I've seen 2 versions. The last version is exp-file, without source available. It draws fantastic equity chart, which occasionaly fells straight to near-zero at thre end.
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You are right. I know the first version which is not good in forward testing at all (but very fantastic in backtesting).
Above posted version is from alpari forum and seems to be the same one.
But I did not test it.