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As deviation from the optimal combination occurred, the annualized risk-to-reward ratio increased, as did the average loss per trade There was relatively little interaction between placement of the profit target and the money management stop The values that were optimal for one varied only slightly as the parameter controlling the other was adjusted Another almost equally good combination of parameters was 15 and 4 (profit target and stop, respectively) This provided a very slightly better average trade and a trivially worse annualized riskto-reward ratio It is interesting that the arbitrarily assigned values came fairly close to the optimal values, appearing only one cell away from the optimal cells in Table 14-l The optimal values, however, provided 6% more winning trades than the arbitrary values of 4 (profit target) and 1 (stop)..



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A stop order enters a market that is already moving in the direction of the trade. A buy or sell is triggered when the market rises above a buy stop or falls below a sell stop; this characteristic often results in stop orders being used with trend-following entry models. A nice feature of a stop order is that the market must be moving in a favorable direction at the time of entry. Because of this, the order itself can act as a contlrming filter of the signals generated by the entry model. If a particular entry happens to be a good one, momenhnn will cause the trade to quickly turn profitable with hardly any adverse excursion, On the negative side, an entry executed on a stop order may experience considerable slippage, especially in fast moves, and the market will be bought high or sold low. Consider the case in which prices begin to move rapidly in favor of a trade: Buying or selling into such movement is like jumping onto an accelerating train and is likely to result in large amounts of slippage; the faster the move, the greater the slippage. Sli~ppage is the difference between the price at which the stop is set and the price at which it is actually tilled. Because slippage eats into the profit generated by the trade, it is undesirable. The most unpleasant situation is when the entry order gets tilled far past the stop, just as the market begins to reverse! Because buying or selling takes place on a stop, the market entry occurs significantly into any move and at a relatively poor price.

The authentication service provides methods to log in and log out, along with checking whether the user is logged in. When a successful login happens, a cookie is set on the client side to store this state. Let s look closer at the methods the authentication service provides: IsLoggedIn: Returns true if the user is logged in (authentication cookie is present) and returns false otherwise. Login: Verifies the user s credentials, and if they are validated successfully, the authentication cookie is set. This method takes the username and password, custom credentials of type string, and a Boolean value specifying whether the authentication cookie persists across sessions. Logout: Clears the authentication cookie from the browser. ValidateUser: Verifies the user s credentials. This is similar to Login, but it does not set the authentication cookie if the user s credentials are validated successfully. Figure 15-10 shows a sample login screen. The login and password shown (testuser/testuser!) are valid with the database distributed with this chapter s code.

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