What are you using to measure the "edge" of entries and exits?
The algorithm I'm using for doing random entries is:
1) Pick a random number between 1 and 2 inclusive
2) If it is 1 go Long on the Open, if it is 2 go Short on the Open
3) Exit at the defined number of days on the Close
4) Wait ...
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- Fri Nov 03, 2006 6:07 pm
- Forum: Testing and Simulation
- Topic: What is an "Edge"?
- Replies: 32
- Views: 61027