Excel VBA, Quantitative, Technical Analysis Research. Finance4Traders
Directional Movement - Backtest Results and Implementation Issues Discusses basic issues and results when attempting to back-test the Directional Movement formula. Data: S&P500 Emini Futures Futures Contract Rollover: Arbitrarily set on second Friday of every Mar, Jun, Sep and Dec Period: 28 Dec 2008 - 31 Mar 2012 (Hourly Chart)...
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