Added Time series question..

[koganam]

Yes 143 trades with the volume code and 155 without. But I'm just backtesting on symbol SPY, the volume and price constraint should have no effect. I don't understand how this is not clear. If SPY is hovering around $150 price and volume always over 100 million, why is a filter for volume over a measley 100k and stocks between $10 and 200 changing the net profit results or amount of trades? Im just putting those fillters in for when I run a BT in the future on the entire S&P to avoid the stocks that don't pass those specs. Im running just on SPY currently to make sure this code isn't effecting anything it shouldn't, which it definately is.

It sounds as if there may be some scaling involved. There are 2 ways to find out.

1. Make your Volume filter much smaller, and see if that resolves the matter. If so, then there is probably scaling involved.
2. Use some Print() statements to see the actual volume figure that NT is using for the calculation, as opposed to what we think that it has to be.