A walk forward test moves a frame over the price data and uses part of this frame for optimizing and part for testing the strategy. You can find a...
You're right of course, but I do not mean the price of entering a trade. I meant the price series used for trade decisions, f.i. for moving...
Which price curve are you using for an automated trading system? The close price is the most recent, while (H+L)/2 lags by half a bar but has less...
I would not run a system in life trading without a stop loss. Yes, the profits in a backtest are bigger when you omit the stop loss - I know that...
Backtests don't give much useful information. I talk about results from walk-forward tests and real trading. Admittedly I real trade the filter...
The best compromise between easiness and efficiency is a C based language. Basic or Pascal style languages are not so suited in my opinion. A...
I found it very difficult to achieve a return in excess of 50% .. 100% with standard indicators. It's another matter when you use adaptive...
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