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EnableRotationalTrading();
SetOption( "MaxOpenPositions", 10 );
SetOption( "WorstRankHeld", 10 );
PositionSize = -100 / 10;
PositionScore = IIf( Year() != Ref( Year(), 1 ), 100 - RSI(),
scoreNoRotate );
SetTradeDelays( 1, 1, 1, 1 );
//SetTradeDelays( 2, 2, 2, 2 );
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I just can't really figure out why the first trade date and the number
of trades are DIFFERENT when the TradeDelays is changed from 1 to 2.
Could anyone try and tell me why ?
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