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Ok, I think I need to use up another one of my "dumb questions" from
my new user allotment. I am looking to sum 4 ROC periods into an
index, but the following code only gives me the 240 number:
EnableRotationalTrading();
TimeFrameSet(inDaily); //Examine RS on a weekly basis
RS1 = ROC(Close, 260); //Optimize("ROC",28,20,120,15);
RS2 = ROC(Close, 130);
RS3 = ROC(Close, 65);
RS4 = ROC(Close, 20);
RS = RS1 + RS2 + RS3 + RS4;
I used AddColumn to display all four ROC periods in order to check
the results, and the RS column is the same as the 240.
RS=RS1+RS2+RS3+RS4; isn't summing the four periods.
Secondly, the backtest report is showing trades being executed
intraday-buying @11:05 and selling @12:15 on the same day. The daily
mode is set at the beginning of the code, and I have "daily" in the
settings.
Whats up?
-Eric.
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