thanks. But how could you act on it. for example, if you get sell signal this morning due to the gap down, dare your system sell it?
Seawave 发表于 2009-10-2 11:12
当然sell啦。that's the point for the back test。心理上你是不敢,但是如果数据证明了是可行的,为啥你不做?实在害怕,你可以只进一半啊。
Cobra:
stockchart SPY is dividend-adjusted, so it shows 09/04-08 SPY fap not filled.
my data SPY is not dividend-adjusted, so it showed SPY filled 09/04-08 gap.
SPX is not affected by dividend, it showed gap still not filled. need 1016.21