CP, Zarni,
I think I've found a flaw on the exit. After the cross signal to exit, you exit at the closing price for the same day, but by the time we have the data the closing price has gone.
Please let me know if I've missed something here.
I think I've found a flaw on the exit. After the cross signal to exit, you exit at the closing price for the same day, but by the time we have the data the closing price has gone.
Please let me know if I've missed something here.