Posted By: MatPed
Detrend = TRADES - 11/13/20 17:20
Hi,
from the manual: "Detrend trade results. The trade return is corrected by the average price slope of the current WFO cycle. This removes trend bias from a WFO test while keeping the properties of the price curve.".
Is there anybody that can me make an example to clarify the above statement?
Thank You in advance.
from the manual: "Detrend trade results. The trade return is corrected by the average price slope of the current WFO cycle. This removes trend bias from a WFO test while keeping the properties of the price curve.".
Is there anybody that can me make an example to clarify the above statement?
Thank You in advance.