Message: In your new trading model you use "delayed ANO value". Is that same as "ANO value computed seven days ago" in your daily summary? Thank you!
The answer is yes. The delayed value is the value of the ANO computed seven
days ago. Perhaps, I should have named it differently, but I was thinking
that each ANO value will not have an impact on the trading model
until seven days later. So it is delayed in that sense.