Hello everyone, I have come up with a strategy on Ftse mib, based on the idea to take the opposite direction of the market after a day in which the market has moved at least 150 points, with a vol filter because I have the impression the strategy work if volatility is not too low. I also added and antimartingala, increasing the position step by step if the strategy remains positive. I saw that many people are posting backtesting on 30 minutes time frame with more than 100, 000 observation. I was wondering if you can help me in extending the backtesting range in this case as it looks really cod the last 2 years but I dont think is enough to be confident to use it on real. The code is attached. Many thanks. Francesc
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