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For those of you who really dig spreadsheets here is some numbers to crunch...
I improved the data dump code from in what's posted above...
I have attached some data from a test run of the program over about 4000 trades.
Two files one shows the test result which interestingly enough shows the system trading in the mid 80% win range on both short and long positions. That's better than a lot of systems I've tested so far. Kudos for win/loss ratios there without any tweaking and that is without really making use of the support/resistance data either. That is only based on the Logic already in the program which is keeping trades within a divergence range.
I ran this test only to collect the data on the support and resistance factors to see what the data itself might tell us about where winning and losing positions occur most within each data variable sampled.
Therefore I also have a data set in .txt file which tracks each variable of the 3 slopes an sup/res levels for each entry point of each trade along with the account equity at that point in time.
Together with the test printout we can see which trades were actually win or loss including those which closed at s/l or t/p.
I am doing what I can to analyze this data but I though I would share it with you in case anyone else is a data junkie like I am and wants to make your own analyais of what the data does and doesn't say. It may be possible to derive effective filter rules from this data with the current settings. That is my hope.
Happy analysis. Let me know what you find and we can see if it matches what I find from it.
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