--- In [email protected], "whitneybroach" <whitneybro...@...> wrote: > > Tested tango5 without Fasttrack? > > I'd like to backtest tango5 before committing to a new data feed. :) > > I found a RUTVOL implementation here > <http://www.amibroker.com/library/detail.php?id=307> and am still just poking > around. > > All helpful suggestions are appreciated. > > Best regards, >
A couple years ago I experimented with tango5 using QP3 data. It seems that the RUTVOL results were slight different from those obtained by using FT data. How much did the difference affect performance? I could not tell. You can get a lot of useful information about tango5 here: http://www.donsfunds.com
