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tpredictor
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Traders Hideout
April 16th, 2018, 08:49 PM
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Absolute vs. percentage price change in backtesting
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Posted By
tpredictor
Most futures contracts need to be tested in ticks...
Most futures contracts need to be tested in ticks because of back adjustment. This is not perfect. There is also a percentage back adjusted contract that is not common. Actually, I think it applies...
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April 16th, 2018, 08:49 PM
