I like the idea of the bands, but find it difficult to keep up with advanced high frequency traders sucking volatility out of trading systems. Do you have trouble with overfitting or not catching the newest data in the right spots in real time?
I like the idea of the bands, but find it difficult to keep up with advanced high frequency traders sucking volatility out of trading systems. Do you have trouble with overfitting or not catching the newest data in the right spots in real time?