This doesn't seem to be doing anything in the backtest. It's just operating as if the lambda doesn't exist.
Code: Select all
if currentcontracts <> currentcontracts then begin;
centerpoint = centerpoint * (1-lambda) + lambda * close;
Further, rather than the close price in the above centerpoint formula, more accurately, I want to use the last price I traded at. Is there a keyword that will always generate the very last price that I traded at.