Experts: HybridMicrostructure EA - page 2

[liyicool]

Another bug concerns the scoring mechanism: as VWAP lacks a clearing mechanism, an ATR overshoot causes the EA to suspend the state machine for twenty minutes; during this period, the price falls by a further 20 index points, meaning the extreme value remains at the level from two hours earlier.at which point VWAP – Extreme is no longer 460 points, but becomes 2,000 points. Consequently, using hourly candlestick data for scoring leads to serious errors in position opening; this EA lacks a suitable mechanism for resetting its state.