You have to redo all long stops and shorts.
Do you mean the sections that are commented ‘Fin Long’ and ‘Fin Short’ (everything after the trailing stop)? I tried altering the value for stpposinver but it doesn’t seem to have any effect. What else should I be looking at? Coeff? Fin? VT?
It’s such an excellent piece of work, really appreciate any suggestions of where to start!
