Thanks to all for your suggestions & comments. - My backtesting engine requires price to go through LMT orders to provide a fill. It also...
Winston: yes, live money - I do monitor the difference between live result & "official" result (essentially stop slippage, although...
I have developed an ATS using 18months of data, then did some blind testing of it on the prior 18month which showed similar performance, and I...
To detect strong trends, I would use 2 distinct EMAs (say 20 & 50 for example), and check both are going up (or down), the shorter one above the...
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