Normal
Depends if you are trading at the open or the close. Allot of trades are executed at below the published open price, so I have found that simulated trades on open prices only need a small margin of error.The fact that your results suffer significantly when you filter out those low liquidity stocks means that if you live test the system, it quite possibly will give crap results. Sounds like a warning sign to me.
Depends if you are trading at the open or the close. Allot of trades are executed at below the published open price, so I have found that simulated trades on open prices only need a small margin of error.
The fact that your results suffer significantly when you filter out those low liquidity stocks means that if you live test the system, it quite possibly will give crap results. Sounds like a warning sign to me.
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