mgerber Regular  Posts: 61 Joined: 3/30/2006 Location: Issaquah, WA  User Profile | Also, when I began to dig into ATS coding, I discovered that Nirvana has essentially completely changed the coding for Reversal. Reversal used to be based on RSI(3), as depicted in Ed's webinar. NOW, it is based on VTY_PRICE(14,5) instead! Interesting. I replicated the RSI(3) coding, and it seems to perform nearly the same (and sometimes slightly under performs) the straight equity results. Even more interesting. This is all seemingly the probable result and reason for the "bug error" correction made in the Friday OT2018 update? We will not know for sure, of course, until/if/when Nirvana makes official comment. --Mark G. [Edited by mgerber on 12/10/2017 1:58 PM] | |
