More clarification needed
Correct. This system is either 100% long or 100% not invested.
OK, thanks. But how about an answer to my other question:
Note, however, that if condition D occurs, then the Sell Filter will be in effect. Then, what is the purpose of conditions A and B (i.e., waiting for additional CCI-related conditions to be fulfilled), if condition D tells us to Buy immediately?
Well?
It would be great if you could test it over the entire lifespan
Will do, as soon as I am certain that I understand it correctly.
Regards,
Vesselin