canl925
2 posts
msg #108044
- Ignore canl925 |
9/13/2012 1:43:35 PM
I have a question regarding the Day Position function. I understand how it is supposed to work with the position being the percent of the day high/low and the period being the number of days it is averaged over. I have a filter that only states day position(0.5,1) below day position 2 days ago. I have found that it treats the second day position as day position(-1.00,5). I'm not sure what -1.00 represents. I added the graph to the charts and it seems like it is acting like a bollinger band with a standard deviation or something.
I wouldn't care except the filter works great in backtesting but if I fix it to be day position(0.5,1) below day position(0.5,1) 2 days ago it doesn't work as well. I'm wondering what the calculation it is doing on the day position(-1.00,5) is equivalent too?
Thanks
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