Hmm, interesting so that is a (perhaps unintended?) rule that we
don't have -- to go flat under certain conditions -- question is
can you backtest its vs just mechanically following the cross
regardless of time?
it makes very little difference in the grand scheme of
things. Now obviously today it was a lot different, but over
time they seem to average out, where some days you benefit by it
going flat, like today, and other days you don't. And
the other thing, it is a rare occurrence.
Hmm, interesting so that is
SRS2
Posted by bkout3 on 7th of Dec 2009 at 03:31 pm
Hmm, interesting so that is a (perhaps unintended?) rule that we don't have -- to go flat under certain conditions -- question is can you backtest its vs just mechanically following the cross regardless of time?
it makes very little difference
Posted by matt on 7th of Dec 2009 at 03:35 pm
it makes very little difference in the grand scheme of things. Now obviously today it was a lot different, but over time they seem to average out, where some days you benefit by it going flat, like today, and other days you don't. And the other thing, it is a rare occurrence.
Thanks for the explanation. I'm
Posted by cw12 on 7th of Dec 2009 at 03:45 pm
Thanks for the explanation. I'm thinking of just leaving mine as is, since I'm not that great at Easy Language.