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I like having a respectful disagreement...after all if everyone traded the same we'd have no market to trade ;).


I live trade a number of systems and no I don't apply a price filter directly, but I see your point. I do apply a turnover filter (must have min $ turnover) which is derived from price and volume, but it isn't a fixed value and it will vary depending on the trade size. I haven't thought it through too much but I guess your point might be relevant to me and I'll take it onboard and think it through. :xyxthumbs


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