Michael

Results 4 comments of Michael

I originally posted the above in #92. I did some digging and discovered that the apparent standard deviation in the bands has a lookahead bias. See the below charts. The...

> I'm also getting zeroes for the last 26 values of returns in my backtest when using the BBands and matype=7 MAMA. I'm experiencing the same behavior for the upper...

This was preventing the model from running.