Forum: Emini and Emicro Index
April 6th, 2017, 06:08 PM
|
|
Replies: 7
Views: 1,432
I tried this an it made the strategy more...
I tried this an it made the strategy more pessimistic, taking fewer trades. It was profitable but I thought maybe I was leaving money on the table. Do you think it's better to do pessimistic...
|
|
Forum: Emini and Emicro Index
April 6th, 2017, 06:02 PM
|
|
Replies: 7
Views: 1,432
|
|
Forum: Emini and Emicro Index
April 6th, 2017, 02:22 PM
|
|
Replies: 7
Views: 1,432
ES limit order queue data or average value
I've read through the many helpful threads on this forum about limit order queue and how it can cause backtests to differ from real-life automated strategies. My understanding is that backtesting...
|
