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James, thanks for this interesting study and the posting of all those signals. What do you think are the main reasons for the poor performance in this case? From memory the backtest results looked fantastic but the live trading never lived up to expectations. Even though Dakota does walk...

James, I have found this thread to be very interesting. Are you planning on continuing with the posting of results from this trading system, or do you consider that the system has not performed in line with the backtest expectations? If so, what do you think may be the reasons for this?