Why did the optimal signal generator not generate any signals?
The optimal signal generator uses several parameters to determine when to generate entry and exit signals. Two of these parameters are the number of samples into the future that are available and the minimum profit per trade. If the minimum profit is set too high for the number of samples being examined, no signals will be generated. This can happen when the trading price is relative stable. : Example: If the minimum profit is set to 10% and the number of samples into the future is set to 5, the trading price will need to change by enough in a five day period to create a 10% profit after the entry and exit commissions are deducted. For a $1000 investment and $10 commission, the trading price would need to change by a little over 12% in five days.
