Hi Can’t figure out, how adviseLong() calculate price difference I run this code:
// Run the script in [Train] mode with asset EUR/USD selected function run() { StartDate = 20140601; // just one day EndDate = 20140602; BarPeriod = 60; // use 1-hour bars
With LifeTime = 1, our target is the return of next bar trade. Trading costs are set to zero, so in this case the return is equivalent to the price difference just one bar in the future, right? But after comparing price difference between reference bar and adviseLong() output – it’s not identical as supposed to be. (see attached compare table)
Last edited by madpower2000; 11/23/1619:35.
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How calculate price difference with adviseLong() in right way?