Greetings all, I’ve noticed that using a factor like EMA(21, 0 ,#Vol) seems a bit too good to be true, especially when limiting downside. Also, the results compared to MedianVol(10) or Medianvol(21) just seem off too much. What is going on here? Is there some look-ahead bias going on or have I jus…

[image] feldy: This suggests to me that perhaps the moving average functions are not properly taking into account split-adjusted volume when used with #Vol. I think this likely and would be worth taking a look at.

Look-ahead bias with EMA(21, 0 ,#Vol)

General

Victor1991 September 30, 2025, 8:28pm 7

I think this likely and would be worth taking a look at.