Faculty Advisor

Radzicki, Michael J

Abstract

This project combines strategy based trading systems with CAN SLIM stocks to test various exit strategies using weekly bars. TradeStation software was used to compare the success of the various exit strategies using a twenty bar channel breakout entry. A money management stop exit strategy was determined to be the most successful of all strategies tested. The money management stop exit strategy was optimized for maximum profits and analyzed for comparison with other strategies.

Publisher

Worcester Polytechnic Institute

Date Accepted

July 2009

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Social Science and Policy Studies

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