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Currently the trendbot implementation uses a discrete entry / exit signal. The position size does not incrementally scale over time as the price forecast / volatility changes.
Evidence from https://qoppac.blogspot.com/ supports that a scaled forecast approach can improve risk adjusted returns.
Currently the trendbot implementation uses a discrete entry / exit signal. The position size does not incrementally scale over time as the price forecast / volatility changes.
Evidence from https://qoppac.blogspot.com/ supports that a scaled forecast approach can improve risk adjusted returns.