Percent Exposure Donchian Channel Method
Following up on the first post here from over two years ago, below is the current performance report for the Percent Exposure Donchian Channel system. I have made some improvements in my backtester to handle recording trades to better simulate how trades would be managed, executed, and recorded in actual trading which has some impact...
Trend Trading Nasdaq 100
Methodolgy Stocks Traded Only the stocks that make up the current Nasdaq 100 were used in these tests, so there is definitely some survivorship bias in the results. Split and dividend adjusted data from Yahoo Finance was used. Buy and Hold ^NDX used for comparisons Date Range of Testing March 12, 1998 to February 11,...
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