Position Sizing in Trading, Section No: 5, Unit No: 1, Unit type: Notebook
The text in the flow diagram "below the minimum price of the last 10 days" does not agree with the code and the description : "is at its ten-day period minimum". The code gives a signal when the current price is the low on more than one day on the last ten days.
The flow chart version does not give a signal on 2009-05-15. Which is the correct?