In a development strategy, trades <= 5 bars most often lose while > 5 bars the majority make money. If I widen the stops for 5 bars after every trade this removes the shorter trades but they become losing 6 bar trades as the trades just get delayed until after the stop widening ceases on the 6th bar. What is the best way to reduce short whipsaw trades like this without just shifting the losses elsewhere? Even a 5% reduction in whipsaws would lead to a big improvement
What is the best way to cut reduce short term whipsaw trades?
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