Quote Originally Posted by pdp-brugge View Post
Pascal,

The 20DMF will go in BUY mode if the OB/OS is above -30 end of day, correct?
What is today the level of porosity for a 20DMF CASH signal?

PdP
The porosity level is fixed at 0.11%. I did not back-test a variable porosity level.
If we cross over 0.11% at the close while the OB/OS stays below +30 at the close, then we turn neutral. If the OB/OS crosses above +30 by the close, then we turn to Buy mode.


Pascal