the back testing was done without filtering out the gaps, so the
states are based on every trade and that includes gaps.
Sometimes gaps gave good signals and sometimes they gave bad
signals, however the back testing was done with each signal
regardles if a gap occured or not
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the back testing was done
regarding SRS, the answer was in the mechanical systems
Posted by matt on 23rd of Mar 2009 at 05:25 pm
the back testing was done without filtering out the gaps, so the states are based on every trade and that includes gaps. Sometimes gaps gave good signals and sometimes they gave bad signals, however the back testing was done with each signal regardles if a gap occured or not