mholstius Veteran   Posts: 175 Joined: 1/13/2017  User Profile | The difference you see was probably due to different exits in your other strategy. The only purpose of this is to find the market state every day, so the the process is designed to have an entry every other day on a consistent basis. If another type of exit (trade plan) waits a day or 2, then everything is out of sync from that point forward. Adding the day at the beginning just forces the second run to make the entries (and find the market state) on the days in between those from the first run. The market state is based on the underlying (SPY in this case) and the strategy or trade plan has no effect on that. This is just a method to document what those market states are / were each day. Mark [Edited by mholstius on 5/3/2018 3:07 PM] | |
