mgerber Regular  Posts: 61 Joined: 3/30/2006 Location: Issaquah, WA  User Profile | Thank you very much, Jim! Your coding does indeed work in ATS. However . . . zScore does not seem to work well. I just ran it with the following general results: --List: S&P 100 + NASDAQ 100 --Time period: 10 years, ~5-1-07 to 5-1-17 --Strategy: UIS Double Stochastic Result: It UNDER performed equity by ~25% Thanks again, Mark G. [Edited by mgerber on 12/10/2017 2:22 PM] | |
