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OLMAR Backtest Results

Looks promising. I am concerned about the volatility this algorithm maintains. I will investigate the effects of varying the eps parameter. It appears you are allowing the algorithm to pull some money out of the market if it detects poor performance correct?

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This algorithm has been extensively discussed on the forum. Please look at this https://www.quantopian.com/posts/comparing-olps-algorithms-olmar-up-et-al-dot-on-etfs