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Steve2

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Posts: 750

Joined: 10/11/2012
Location: Annapolis, MD

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Subject : RE: Account Settings and Changes
Posted : 5/12/2014 2:26 PM
Post #30534 - In reply to #30522

Jim,

I think this would be a real time saver. What I'd like to be able to do is have OV perform a sensitivity analysis on the account settings I'm interested in. For example, vary Max Strategies Trading the Same Symbol between 1 and 4, vary Min Average Daily Volume between 500K and 1,500K in 25K increments, vary Maximum Exposure % per Symbol between 10% and 35% in 5% increments, vary Trade Selection Order across all options, etc. Unfortunately, this could get pretty resource intensive requiring OV to execute tens of thousands of simulations.

Steve
Deleting message 30534 : RE: Account Settings and Changes


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