PureBytes Links
Trading Reference Links
|
Can anyone tell me why switching between the bond variable and the close of
data2 code yields slightly different results? When I run an optimization
report on the lines of code there are minor differences in the net profit and
I'm picking up an additional trade here and there with the data 2 code. Some
Portions of the test are identical.
Thanks,
John
Vars: Bonds(0);
Bonds = close of Data2;
if Bonds < Bonds[15]
{{{ and close of data2 < close[15] of data2 }}}
then buy at nOpen + (Range * .40) stop;
|