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I ran a back test of a simple strategy just to get a hang of the
software.
Buy = (EMA(Close,10) - EMA(Close,20)) > 0;
Sell = (EMA(Close,10)- EMA(Close,20)) < 0;
Short = (EMA(Close,10)- EMA(Close,20)) <0;
Cover = (EMA(Close,10)- EMA(Close,05)) > 0;
I ran this on the nasdaq composite (COMPQX from TC2000).
The problem is that when I run a backtest, it will show that it was
short from 3/4/03 t0 3/5/03 and then it is short from 3/5/03 to
3/6/03 and it is short from 3/6/03 to 3/7/03. This is throwing all
the report statistics off. How can I correct this problem?
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