I'm getting really strange results with this strategy. I tested it a month ago, and the results were quite decent. I retested it recently and the APR was near zero. The trade execution on the chart looks OK. A curious thing is that I tested another strategy with the same entry condition: "Buy at limit 2% below close". That strategy has also gone from hero to zero. Any suggestions will be appreciated.
Rename
Maybe you changed your commission and/or slippage preferences?
I did change them. The dividend and cash earnings pretty much offset the commission. The slippage is a bit more tricky. I'll try to disable it and see what happens.
Yes slippage is a problem. I'll have to figure out an optimal but realistic setting for slippage when there are many trades. Thanks Glitch
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