Message: In your new trading model you use "delayed ANO value". Is that same as "ANO value computed seven days ago" in your daily summary? Thank you!
Response:
The answer is yes. The delayed value is the value of the ANO computed seven
days ago. Perhaps, I should have named it differently, but I was thinking
that each ANO value will not have an impact on the trading model
until seven days later. So it is delayed in that sense.