ETF SWING & DAY TRADING

[mr_cassandra]

In my work I have found two forms of mistakes. There can be major ones where a formula is being calculated entirely wrong due to a human error and others where two data surces will vary very slightly in their numbers on the same thing.

What I found was most useful correcting a back test was replace the data in question close to and around trade signals to see if it afects the general system function.

In my own case, a poster named vbontchev was very upset that my vix numbers were .001 differnt from his. After four hours work painstakingly correcting this, it did change one thing about the signals from my program.