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191: Combining Algos using State-Based Market Design – Richard Metzger

Better System Trader

CHAPTER

The Strong Down, Sideways and Strong Up

The strong down though is if the market closes down four points or worse. And I just showed also a picture of kind of what that might look like for any given, for any given kind of down sequence. So again, anyone can look at a chart and say, well, yeah, obviously that's down. But we have to win defining it mathematically.

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