Quoting jdlDislikedGirlFlyer,
Have you tested your Flyers with different MaxBars values in the CheckToOpenBuy and CheckToOpenSell functions? I see it is set to 5, which I think means the initial crossover has to totally occur within 5 time periods.
Have you found 5 to be optimal? Have you seen a downside to setting that higher? I see a trade today that would have occurred except the MAs intermingled for about 8 periods before the crossover fully completed. Would that indicate a weak crossover and thus no trade is opened?
Thanks,
jdlIgnored
- | Commercial Member | Joined Sep 2006 | 1,911 Posts
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