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Hi AV,
Tuesday, February 18, 2003, 3:56:43 AM, you wrote:
A> Yuki's system is based on stops, which are instantaneous signals,
A> not signals that can/should be acted upon the next day at the
A> open. Therefore, delays must be set to 0, not 1 as you are
A> assuming. For backtesting purposes, I see nothing wrong with using
A> a delay of 0 to simulate a stop-based system.
That's correct. For this series of tests, trade delays are set to
zero for the buys and shorts.
Yuki
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