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DIMITRIS TSOKAKIS" wrote:
> Hi Witold ,
> Additional conditions will not change the problem.
> And the problem is that the truth of a condition like
> Dno1 > Dno2
> is perhaps known some days later.
Yes, but with my conditions system generates signal in these day when
we are sure: "Ah, 3 (2, 4) day ago there was a bottom! Let's buy
today!" - when today price is higher by 'chg' ratio than last trough.
It's the same way as 'trough()' works. Without these conditions
signal is generated 2, 3, 4 ... days ago and gives unrealistic
results.
However, systems with 'trough()' isn't too profitable - buy signal is
generated too late.
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