1) the price-time series is random
2) entries react to price discovery (opening a door)
The code makes position adjustment according to price discovery (i.e. opening a door)
The idea is to navigate through the random price series while keeping a positive account balance.
2) entries react to price discovery (opening a door)
The code makes position adjustment according to price discovery (i.e. opening a door)
The idea is to navigate through the random price series while keeping a positive account balance.