Originally Posted by
Pascal
The model that has been back-tested is an EOD model.
However, we now have a RT signal. But, until we have all the data to do a full back-test of the RT model, we will stick with the EOD. The messages that you see on the RT model are reset at the open every day, in order to follow the status of the EOD model. The EOD model was "Bought Oversold" at the close of yesterday. Hence, the RT model looks at a possible change of this situation. The EOD model is still in its long trade, while the RT model is now in cash.
Pascal