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Xvoid, it is best to click through to the hlw to the out the most up-to-date price. The strategy I adopted will have a low DD(depend on your lot sizes too) and target at a Avg of 70 Entry Accuracy and 75 of Profitability.
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The initial condition vector has to do with the internal states of the filter not the negative time outputs of the filter (at least not directly), so to get what I think is tour what tradong code with the for loop, the filter line should be: avg filter(alpha, [1 alpha-1], data, data(1)(1-alpha)); It is rather unintuitive why the 1-alpha term needs to be there, and I dont be that hard (probably I just need to crack open my signals and systems book) to write a function to calculate the those initial conditions that the filter function expects just giving the outputs and inputs from negative time.
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