iShares Semiconductor ETF
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This True Range Algorithm is Signaling a Short Term Pullback

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On average a position was held about 7 trading days. Check out the strategy results below for detailed statistics.
注释
The trade has no stoploss and the position is swapped from long to short according to the strategy. I manage my risk via adjusting position size and the Max Drawdown % which in this case is a bit high at 35.9% (see numbers below).

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