But a strategy that I have tested on NT7 on the Russell (TF 09-10) is behaving differently looking back from 2nd of June to date (2nd of Aug 2010) versus 2nd of May to date...looking at a trade that occurs on the 28th of July!
The Profit target is being screwed up - the calculation is based on ATR! And the ATR is different between both. Have a look at the following pics
The Bug (ATR is different)
The correct operation
I am trading the TF 09-10 contract and looking back historically - in effect trying like on tradestation @TFU10 (the latest continuous contract historically to date) . By selecting the date back like this is the contract being automatically stitched together historically?
Any ideas?
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