by ronald3rg » Wed Feb 01, 2012 9:41 am
Luigi,
I have noticed that on certain back-test as-well. I have been running an optimizer for this strategy for the last couple of days for about 500,000 runs I've gotten some good results but for very few trades in the year.
If you would zoom in to when the trade was given I believe its because of the last candle was headed in the direction of that trade and when the period open it probably was still there but it changed around during the course of that candle in TF. The trigger opens at the open of the candle so when you see the results in the back-test it appears as a wrong trigger but it wasn't wrong it just turned around on it.
I didn't write this strategy but from looking at it closely that's what I gathered. Thats why I put in a request for confirmation by ADX.
Right place at the right time
3Rg