by Baldus » Sun Apr 11, 2021 5:53 pm
- SeasonALGO-STacked-Pattern.png (81.29 KiB) Viewed 13176 times
How you can seen the Pattern Feature in Stacked does'nt respect the value of the Spread
at the enter price -9.05 and at the exit price -13.65.
The blue line must be the average of the last 5 seasonal spread. Why isn't in line with the
correct price ?
Thanks in advance.