Allow MTI to be used in Backtester as a timing Indicator AND also allow MTI value to be used as a STOP
Allow MTI to be used in Backtester as a timing Indicator AND also allow MTI value to be used as a STOP
26
votes
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Dave Chuvala commented
Using the Backtester, I'm hoping to be able to find an optimum MTI level for buying Calls and Puts on the Indices.