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actual times, no. with regard to best times for the strategy I would test under up trend only, down only and then build an adaptive trend filter to recognise market and sector state.
also was the relative strength against the broader market
the only benchmark i have is the base strategy without any filters mentioned above
so basically I might start with no trend filter, gradually build components into the strategy
then throw in a neural network to possibly identify other variables.
I rarely use a NN to trade off though, but just identify additional criteria
Also I never optimise
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