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The method is not a secret and I'm sure it's been implemented in strategy with backtest and realtime results. If there was a statistical edge, we'd know about it.
Like many other setups, the success or failure of this lies within the individual trader and his discretionary instincts. My goal is to create an auto-strategy that removes the need for additional and subjective decision-making.
A strategy does not have to be complicated to be successful. Too often traders feel that they must over complicate something for it to work. The edge, nine times out of ten, will come from proper money management as opposed to the strategy itself.
With all due respect, I emphatically disagree. There isn't a money management method on earth that will overcome a system that doesn't have a positive expectancy after costs.
Does he provide any evidence, data or hard proof the method has a mathematical positive expectancy, aka, an edge. If so, than this should easily be coded for auto-trade.
