A rotation strategy:
bt for last 2 month: positions holding between 1 and 9 bars: positions entry shown from 1.3.21 to 24.03.21. Only ONE month
bt period: last 1 month. Not a single position
Slippage? ;-)
bt for last 2 month: positions holding between 1 and 9 bars: positions entry shown from 1.3.21 to 24.03.21. Only ONE month
bt period: last 1 month. Not a single position
Slippage? ;-)
Rename
same issue in timeframe "days"
I couldn't understand what slippage has to do with this.
WL7 needs to compose the indicators from the first N bars of data you loaded. This is probably why you are not seeing the trades you expected in the earliest date range.
Eugene: Slippage was a kind of joke, sorry, I did it not well enough if you didnt understand.
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