I am running an EFS backtest routine that I wrote, using a 200 SMA to define the trend.
The problem that I am having is that during the first few days of bars (15 min) before the 200 SMA forms the EFS is ignoring the Trend variable, and executing trades on false signals.
I have tried scrolling the chart back as far as the historical data will go, but this did not help.
Any Ideas??
James
The problem that I am having is that during the first few days of bars (15 min) before the 200 SMA forms the EFS is ignoring the Trend variable, and executing trades on false signals.
I have tried scrolling the chart back as far as the historical data will go, but this did not help.
Any Ideas??
James
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