I have a quick question about backtesting.
Since the most important point of this PA is location, how do you identify PPZ when you are backtesting? Otherwise you will put some orders when you will never in real life and that will skew your PNL in the wrong direction...
Since the most important point of this PA is location, how do you identify PPZ when you are backtesting? Otherwise you will put some orders when you will never in real life and that will skew your PNL in the wrong direction...