Message:
the problem I have is I have to do so 5 mins. before the close. You can
not do your work until after the close. Is there any past history of using a
two day average of past data on your data and that might be good enough for signals
of short and long? I can always get back into cash at the end of every day if
the market is going the wrong way. Your data that I looked at seems to suggest
it might work. But then I am not asking for miracles from you. Thanks. John
Response:
I haven't looked at an average but did look at using the previous day's
ANO value ( one-day delay). The return was reduced by about 15 percent. If you
did use an average, I think the long and short set points would have to be adjusted.