Ger Regular  Posts: 62 Joined: 10/11/2012 Location: Austin, TX  User Profile | Jim, Thankyou very much for such a well thought out response. I am favoring you second approach of developing 3-9 portfoilios (3 was mine simple minded approach representing UP, DOWN or CONSOLIDATION). And applying these to the appropriate market personality. I think this is reasonable because there is high correlation between overall market index and individual stocks within it ("a rising tide lifts all ships"). To be able to b do this in OV, Nirvana must do the following enhancement(s): 1) must be able to pick or isolate a timeframe to test startegies. This could be done with a simple "sliding" bar beneath the time axis. 2) It would be tremendously useful to have similar "sliding" bars on all the independent paramenters such as TPM,MDD,CAR,%invested, etc. For example , you could adjust a parameter like TPM to just "enable TPM between 10% and 50% of the entire range of all values of TPM (just an example). 3) Longer term, maybe OV would allow us to use "Strategy Wizard" to autoscan and find local optimal conditions. Gerry | |
