I am using the strategy wizard to setup a very simple condition:
When 'ADX(14)' 'CrossesAbove' '25', enter a trade (or alert, or whatever)
Simple enough it would seem. Problem is when I go to back test against a contract, say LEV2 (Oct Live Cattle '12), it does not return any entry signals despite data to the contrary pulled from my Interactive Brokers account. Checking the chart on IB shows that at least 3 signals should have been given from the period 1/1/2012 to 6/13/2012 on this contract.
Oddly, on other contracts, signals are given but for when signals should not have been given; again by cross checking the corresponding chart on IB.
As far as I can tell I am using the same indicator parameters, 14, and am using the same time period, days, but to no avail.
Again, I'm guessing this is some ridiculously minor oversight of some backtesting or strategy parameter.
Any ideas?
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