Exercise 3 · 14 min

Purge: Overlapping Labels

Time: 15 to 25 minutes · You'll need: a calculator · Builds on: Lesson 3

Warm-up

Check yourself

A trade can stay open for at most H bars. What is the latest it can open on the training window and still be certain to close before the seam?

Check yourself

A purge drops the trades that open in the last 100 bars of training. Do those 100 bars of prices still go into the β fit?

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