@momentmal2022@stevemanners24 Precisely its 1 ATR trailing stop over 20D period. I've got QQQ trading data only back to 2009, that might make difference. Otherwise, you're right, profit factor deteriorates quite a bit
@momentmal2022@stevemanners24 Great strategy, thanks for posting... I've done some testing, if you add 1 ATR trailing stop, it would be 35% time in the market and little smoother equity curve at cost of slightly lower profitability.