When I changed the weighted price calculation, I didn’t change the intraday update routine to use the new formula. This is the first time I’ve noticed a difference. Obviously, pretty close either way. That particular problem shouldn’t happen again.
8/17/20 xFC is the Signal
how much is the difference in using close vs. weighted price? i tested and found little difference.
I discussed that in https://seekingalpha.com/article/4367558-turn-1-2500-in-10-years-3x-bulls. I’ll put together a comparison and post it.