Hi Im running an optimization on a cross of price and EMA, timeperiod on EMA to be optimized. It takes the final position (short) on 20080604 and if you plot the EMA with optimized value (71 days) and against price the price never reaches above it, that is the position should not be covered. However according to the trading list it is covered on 20080617. Can anyone explain why this is? I think that in order to make the backtesting as correct as possible it should close the trade on the last day of the data-period...
Best regards Carl
