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1Security Types
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0Net Profit
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0Sharpe Ratio
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0Beta
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2Parameters
1Security Types
0Sortino Ratio
37Tradeable Dates
0Trades
0Treynor Ratio
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0Sharpe Ratio
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0Beta
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1Parameters
1Security Types
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Che started the discussion Issue with built-in indicators: KaufmanAdaptiveMovingAverage
https://school.stockcharts.com/doku.php?id=technical_indicators:kaufman_s_adaptive_moving_average
Che started the discussion Backtest vs Live trading - processing orders on Close
Let's say I'm trading daily bars. I go long if today's close price closes above 10-day SMA, and...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
37Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Che started the discussion Issue with built-in indicators: KaufmanAdaptiveMovingAverage
https://school.stockcharts.com/doku.php?id=technical_indicators:kaufman_s_adaptive_moving_average
Che started the discussion Backtest vs Live trading - processing orders on Close
Let's say I'm trading daily bars. I go long if today's close price closes above 10-day SMA, and...