Can we run simulations using "SetTradeDelays(0,0,0,0);" instead of "SetTradeDelays(1,1,1,1);"
and expect a realistic result? In the formulas I'm playing with, I get an increase in profitability of over 10% per annum if I use "SetTradeDelays(0,0,0,0); " and this is a huge improvement in overall performance.
I mean, in real life, nothing prevents me from buying or selling at the end of the day at the Close price, on the same day when the signal Buy or Sell was triggered? My buy and sell signals are triggered by the Close Price of the day. I only do long, not short, so the last two numbers are not relevant.