22. A way of quickly locking all the parameters of an indicator to their default values in the optimizer instead of having to expand them one-by-one and manually having to make up to 100 clicks just to padlock them individually.
21. Ability to test co-integration (as opposed to correlation) between issues (“Other instrument data”) for pairs trading, preferably also the Dickey Fuller test in one handy indicator (e.g. https://blog.quantinsti.com/augmented-dickey-fuller-adf-test-for-a-pairs-trading-strategy/).
OK so just to be clear, the order condition operates like it is the next day, Tuesday in my example (hence the lag needed on the Close as per your suggestion) and not the day of the signal being triggered, Monday?
Not sure this answers my question, which is more about entering between the date of the signal given and the date of the prediction, and less about exiting that you mention. I understand that everything is recalculated the next day but in my example where my system on a Monday predicts a 2% rise by Friday, note that I still want to get in before Friday as long as I can at 2% less, even if the system on the Tuesday (+1) recalculates a downturn for the coming Monday (+1), especially if my exits aren’t based on prediction signals.
I’ll review the online manual for the AIS3 again and see if they are for me.
