Traders' Roundtable

This is what I have done:

Let's say this is a simple moving average of 20 bars. - I have done this for RSI with end of day data and it works just fine: Based on this example I would take the last 19 known closes and put it in a BPV series and use yesterday's close as the assumed close for tonight ...

Hi,

I am with Zach since April 2009 and started trading through him since the beginning of June.

For a few years now I am trading short term index futures. As I wanted to expand into Long Term Trend Following I appreciated very much Zach’s help in selecting a suitable system / portfolio. Now I ...