Hello All,
I was encouraged by Big Mike's invitation email to ask even stupid questions, so there you go
.
I am trying backtesting of this strategy "as is" and have no trades executed against ES, VXX, DAX, AAPL, MSFT etc. I guess reason for that is obvious, however my limited experience with NT prevents figuring out what the problem is.
This seems to be very promissing if not strategy on its own, then template for different strategies.
Thank you very much in advance for your help.