extreme-os modification

It is well known that subscribers are not able to match extreme-os performance as shown on C2, due to slippage. Slippage happens both for the entries and exits, but slippage is about twice as large for the exits as the entries. Since entries are mechanical and exits discretionary, an interesting question is whether a subscriber can do a better job himself on finding the best exit compared to the vendor. In that case one could do an automatic entry (using auto trading) and manual exit.

I think I might have discovered a rule that outperforms the exits issued by the vendor (taking into account the slippage they generate). I am planning to test this rule on a limited number of trades this week, to see if it works as I expect it to work.

As a result, the profits for this week generated through extreme-os trades in my portfolio might not exactly match the profits most other subscribers would experience.

We'll see how it goes...