I was wondering why this “system” appears to lose when the variables of the indicator are set externally and the variable settings are REM’d out within the indicator code and yet then appears to win when the variables are contained within the indicator code (and are not REM’d out) I assume they then take precedence over the externally “set” variables?
It buys and sells on crossovers of 10% and cross unders of 90% and exits on the cross over/under of the mid level.
Daily Dow, 3.8 tic spread. 01/08/10–13/09/18
https://www.prorealcode.com/prorealtime-indicators/ehlers-inverse-fisher-transform-rsi-rsx/
Pls see 2 screens shots.
I fully stripped the variables out of the indicator and it is profitable without them (albeit with 41% drawdown). Any ideas?
Cheers