Algos that aren't based on closing prices are going to produce a
lot more signals. Every intraday look above or below and fail is
likely to produce a signal plus changes in volatility that
increases/decreases width of ATR, etc. Cleaning it up would
likely defeat the purpose.
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Algos that aren't based on
I don't understand the value in receiving 4 new very ...
Posted by bthefnd on 27th of Aug 2024 at 05:04 pm
Algos that aren't based on closing prices are going to produce a lot more signals. Every intraday look above or below and fail is likely to produce a signal plus changes in volatility that increases/decreases width of ATR, etc. Cleaning it up would likely defeat the purpose.