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tgrafa

Regular
2525
Posts: 63

Joined: 10/11/2012
Location: Midland, Texas

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Subject : RE: What A Difference A Day Makes
Posted : 6/21/2015 11:14 PM
Post #35131 - In reply to #35129
Steve: Thanks for the tip on IB. I will make that change tomorrow.

I have attached another graphic that answers your question regarding the back-test settlement days set to 1. Interesting that your BT and FT was actually better with settlement set to 1. I'm guessing that goes back to the small amount of trades and the possible volatile returns one might expect.

I am going to take you up on your suggestion on checking returns for a wide range of starting dates - I'll let you know once I get a good number of runs.
Attached file : Basktest 1 vs 0.png (103KB - 372 downloads)

Deleting message 35131 : RE: What A Difference A Day Makes


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