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1. On the attached chart of your TRIX indicator, the buy/sell signals seem
too good to be true. Seems the programme picks the peak before the
subsequent down day which defines that peak (same for troughs, of course).
Can you introduce a couple of days delay to make the trades more 'real'?
2. I notice that if I use 63 days (~1/4 year) for my Testbars and get a
return of 12%, then the Annual return is shown as 48%. Is the lack of
compounding correct, or are you simply erring on the conservative side?
3. I note in you help document that you say the backtest isn't completely
consistent with the explorations. Do you hope to remedy this? As an example
if I use testbars =126, should I be able to backtest over 126 bars and at
least get the same number of trades as indicated by the exploration?
Thanks for the great programme
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