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nemozny
12 giu 2021 19:26

Proper lookback period 

Crude Oil FuturesNYMEX

Descrizione

This will allow you to enter the date when the strategy should start trading. It cancels all orders if the the current bar is older than the date you entered in the input field.
Motivation: strategy(lookback) never worked for me and even if it did, it is garbage, because I want to set a date instead of number of bars. I can see on the chart clearly what period is irrelevant (in futures trading).
Commenti
nemozny
Oh and I've set 1990 on the chart above.
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