FWIW -- my programming for the systems is continuous -- so if a
cross occurs on the last candle of the day, the trade is entered at
the opening of the first candle of the next day. When I
posted the other day I was thinking I had programmed to start each
day fresh. Therefore this is what all my backtesting is based
on, and all my systems. It would be interesting to program it
the other way -- to start every day fresh and compare the
two. It may be that this occurs infrequently enough, and the
next day moves are varied enough, that it doesn't matter
much.
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FWIW -- my programming for
SRS Mechanical System
Posted by Michael on 15th of May 2009 at 12:26 pm
FWIW -- my programming for the systems is continuous -- so if a cross occurs on the last candle of the day, the trade is entered at the opening of the first candle of the next day. When I posted the other day I was thinking I had programmed to start each day fresh. Therefore this is what all my backtesting is based on, and all my systems. It would be interesting to program it the other way -- to start every day fresh and compare the two. It may be that this occurs infrequently enough, and the next day moves are varied enough, that it doesn't matter much.