bk -- my programming is like Robin's. I didn't think it
took the trade if the last candle of the day is a cross, but it
does.....but as Robin says, all the backtesting is done that
way.....and the returns quite consistent with matt's -- whichever
way he does it.
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bk -- my programming is
srs system complete mess today
Posted by Michael on 10th of Jul 2009 at 06:15 pm
bk -- my programming is like Robin's. I didn't think it took the trade if the last candle of the day is a cross, but it does.....but as Robin says, all the backtesting is done that way.....and the returns quite consistent with matt's -- whichever way he does it.