+50% profit factor not logical

[ch9090]

Hi there,

I am optimizing my strategic with another long entry condition which is quite simple: price above a simple moving average

What is surprising is that my profit factor increases by 50% with this condition:

Close[0] >= SMA(1)[0]

Which for me makes no sense as it is equivalent to Close[0] >= Close[0]

Please tell me what do you see that I don't!

Chris

[NinjaTrader_Joydeep]

Hello Chris,
To assist you further can you please send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please let me know the exact settings to test the strategy.

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

[ch9090]

Great, I've just sent it to you by email

[NinjaTrader_Joydeep]

Hello Chris,
Thanks for your note.

This is to confirm I have received your email and have replied to it.