The values calculated for scaling conditions are probably based on the initial & subsequent trade prices with a zero bar trade delay. If your delay is one bar then you must change the code to accommodate the altered trade prices to one bar after the signal.
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2009/1/6 ezbentley <[email protected]>: > Hi Howard, > > Thanks for the reply. I have recently learned from Tomasz that trade delays > must be all set to > ZERO in order for the scaling code to work. While it does not make intuitive > sense why trade > delays should affect scaling, it works now. > >
