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The article provides a brief overview of ten trend following strategies, as well as their testing results and comparative analysis. Based on the obtained results, we draw a general conclusion about the appropriateness, advantages and disadvantages of trend following trading.
The article is an intermediate step for those who still writes in MQL4 and has no desire to switch to MQL5. We continue to search for opportunities to write code in MQL4 style. This time, we will look into the macro substitution of the #define preprocessor.