the way I wrote the system there's no parameters for how many
bars it was outside the bands before closing back inside, it could
have been 1 or several - that's actually an interesting input
variable I may add to the system so that I can see the effect on
the stats
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the way I wrote the
Here's the evidence stats: VIX and VVIX statistics for past 15 years
Posted by matt on 2nd of Jun 2023 at 03:20 pm
the way I wrote the system there's no parameters for how many bars it was outside the bands before closing back inside, it could have been 1 or several - that's actually an interesting input variable I may add to the system so that I can see the effect on the stats