kmcintyre Elite    Posts: 890 Joined: 10/11/2012 Location: Portland, OR  User Profile | Mark, (Steve and Jim too) Thank you for your continued research and willingness to take the time to post your findings. Using "LRSlope and eyeball" has served me well when picking a portfolio of mutual funds (as previously posted). To clarify, Mark, you used the canned strategies and only changed the condition used to enable trading the strategy long/short. No equity conditions(?). No conditions on external symbols/indexes(?) No custom DLs(?). So what I'm hoping is that the Port Wiz will allow me to solve for an OScript formula. Say one that uses LRSlope and Calmar (or some other measure of tradability). This will allow codifying the "LRSlope and eyeball" technique. A difference between what you're doing and what Port Wiz would do (I think) is - you're looking at each strategy separately, picking good ones (regardless of interaction with other strategies), then reporting on the portfolio performance. Port Wiz would use a similar "LRSlope with eyeball" criteria, but pick strategies based on combined performance. I.E. "LRSlope with eyeball" on the portfolio itself. I'm hoping this produces good results with less work. (I'm hoping we get the tools to try it too...) But I can see that manually tweaking a condition for each canned strategy prior to running Port Wiz would (could) further enhance returns. Building the best portfolio of the best "tuned" strategies... As a senior citizen, time is becoming an increasingly valuable commodity. (Do I spend man-months experimenting with OV or do I spend the time RVing, visiting kids and grandkids, packing life into life?) Tools that allow me to work smarter are highly desirable to me. And it sounds like they are right around the corner! Mark, your work give me great hope for V3. I can't wait to give it a go! Cheers Keith | |
