Detrended Price Oscillator: trading system do not start because of DPO

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    Indhren
    Participant
    Junior

    Hi

    I am trying to use the DPO , with the past moving average as an automated trading strategy. The automated trading system would not start because of the ERROR with DPO. Can anyone assist

     

    Thanks

    Indhren

    #19912 quote
    Wing
    Participant
    Veteran

    DPO cannot be used in a live system because it utilizes future data, taking into account forward bars. A bummer, right? I didn’t know this myself at first.

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Detrended Price Oscillator: trading system do not start because of DPO


ProOrder: Automated Strategies & Backtesting

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Indhren @indhren Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Wing
9 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/05/2017
Status: Active
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