I understand that:
// Condition set 1 if ( // CrossAbove(RSI(Close, Vperiodin, 3), Vleveldown, 1) CrossAbove(DMIndex(3), Vleveldown, 1) { EnterLong(DefaultQuantity, "Entrysig"); } // Condition set 2 if ( // CrossBelow(RSI(Close, Vperiodout, 3), Vlevelup, 1) CrossBelow(DMIndex(3), Vlevelup, 1) { ExitLong("Exitsig", "Entrysig"); }
But if I use the DMIndex the sharpe ratio is always = 1.
Here's the 2nd problem I've with the DMIndex. If I test from 2010 to now it returns 40 trades. If I test from 2008 to now it returns only 10 trades!
I was expecting an "out of memory exception" that would have explained the lower # of trades but I've found nothing in the logs (trace and log).
Hope anyone can point me in the right direction!
Many thanks in advance,
Chris
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