I had modified the clenow strategy slightly (no 25% filter - instead my own filter (still keeping is very simple))
I started treading using that strategy in my account last month.
Unfortunately, I am down ~10% in last two sessions....current strategy's heavy concentration in oil and gas is part of the reason.
This is why i want to modify the code to limit industry concentration....
Vandan
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Posted by: vandan_tanna@yahoo.com
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