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Herman,
Al is correct in his observations. In looking at your code again, I
can not see if the trade amount is large or small. It looks like a
pretty small amount ((0.01 * 100,000) / (2 * ATR)) * buyPrice, so
because of the variability of positionsize it's hard to decide what
your results mean.
It would be easier to evaluate the results if you had another run
with fixed position size. Then you could evaluate both the quality of
entry signals and variable position size as a comparison.
Also of interest, I noticed you are using function hbT3A - I assume
t's the Hilbert Transform??. Where can I get the plug-in for that
(did not see it on 3rd party page) and do you have any comments on
it's performance?
Ara
--- In amibroker@xxxx, "Al Venosa" <avcinci@xxxx> wrote:
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