Mean Reversion - Multi Day Real Test - The Chartist

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April 21, 2024 at 10:06 pm #102287

KateMoloney
Participant

I have a multi day MR system I trialled last year on small capital, however there were a few glitches with it.

One was that system would not generate sell orders for existing holds. I was updating the date on the order code daily, so I wonder if that was the issue?

How do other people operate their multi day MR systems?

April 21, 2024 at 11:01 pm #116094

Nick Radge
Keymaster

It should generate exit signals. Feel free to send the code to me Kate and I can take a look.

April 22, 2024 at 4:53 am #116095

TerryDunne
Participant

If you update the date to the latest date, RT won’t know that you have open positions.

I was having this problem, but once I set the date to a period when I had no open positions, then it all worked moving forward.
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