Ludovic Marc Marie Moncla / Venditore

TSM Breakout is a fully automated Expert Advisor implementing time-series momentum - the most extensively documented market anomaly in the academic literature (Moskowitz, Ooi & Pedersen; the classic Turtle rules) - combined with a daily trend filter. HOW IT TRADES - Buys when the close breaks above the highest high of the last 55 bars; sells on a break of the lowest low - Initial stop loss proportional to volatility (2 x ATR) on every single trade - no exceptions - Exit on a break of the opposi