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Geoff

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Joined: 12/4/2012
Location: Byron Bay NSW Australia

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Subject : RE: Conditional Experiments
Posted : 5/13/2014 7:59 PM
Post #30574 - In reply to #30480

Thank you Mark and Steve.. again! For answering my question about 'Hard Switching', it was as I had thought but your detailed explanations were invaluable in appreciating and understanding the consequences of utilising the various options.

FWIW my own observations (and others I'm sure) from analysing strat performance, at the point where market conditions change (eg, from bull to bear) it seems that often, once the market starts to pullback it takes about 4 to 5 days for the strats to fully react at which time they either start firing short orders or stop issuing long orders. During this 'Market' transition time the strat indicators are obviously re-adjusting and the strats adapt to the new market conditions which is why I think the OV Ports do often rebound sharply. This rebound often starts BEFORE the market has finished pulling back.

Conclusion:
1. For a Port to achieve its potential max performance, it needs to capture the rebounds (obvious).
2. If you set a 'Soft Sell' could you run the risk in some cases, of locking up 'equity' in trades that are likely non-performers, and risk missing out on taking up new orders from strats that have already adapted to the changed conditions?

I realise this is all hyperthetical and there is probably no definitive answer but, it's the reason I asked the question about 'Hard Switching', sounds to me like a great feature after my experiences with switching ports that have NOT issued an order because of old positions not closing.

Deleting message 30574 : RE: Conditional Experiments


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