Backtest cross-checks
, this journey revolves around code.
// ----- 5. Remove Consecutive Duplicate Signals ----- Buy = ExRem(Buy, Sell); Sell = ExRem(Sell, Buy); Short = ExRem(Short, Cover); Cover = ExRem(Cover, Short); amibroker afl code verified
: Net Profit, CAR (Compound Annual Return), Max Drawdown, and Sharpe Ratio. Backtest cross-checks , this journey revolves around code