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Thursday, July 27, 2006

Risk assessment with MPD bands


Signals for YMU06 were tested using VWAP and MPD bands to filter out any risky entries.

The first two signals ( one Long, one Short ) were stopped out as these positions were taken near MPD bands.

But the third signal to Short worked the wonder. The signal appear in the neutral area, near VWAP itself.

Risk assessment with MPD bands should be implemented.

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