how many bars backwards ?
This is a setting in the Heuristics Algo (Halgo), but it is set by number of Trades backwards.
So to use an example … the results of the last 3 Trades Trades 1, 2 and 3 are used to vary the Halgo variables in order to produce an optimum ValueX to go forward with for the next Trade (4).
Then it is my understanding that … Trade4 would be used together with Trade3 and Trade 2 to repeat above.
I will try and decide … from the code … if it is above or is it … the Halgo variables are next optimised after Trade 6 using Trade 4, 5 and 6??
@Jan you are far better at coding than I so maybe you can read JuanJ code and decide??
Whoever finds out first, post on here, unless JuanJ passes by and tells us first?
