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kmcintyre

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Subject : RE: Market Mode Dynamic Lists
Posted : 4/2/2015 12:37 PM
Post #34986 - In reply to #34980

LD,

Thanks for the response. You filled in some blanks for me.

I did some work with my own stab at creating a ton of strategies targeting MMs back in 2014, with the hope that ECA (PW) would be able to ferret out which strategies were best suited to the current MM. It didn't work out so well.

I didn't use JDs excellent OL formulas because of the limitation of 3 custom DLs. So I eyeballed MM date ranges. Conditional exits, PB, and hard limits to max portfolio allocations were not available at that time either. Perhaps I should revisit the topic.

Thanks for your write up. The concept was explained. And your response has clarified some implementation misconceptions (wishful thoughts) I had.

Cheers

Keith


Deleting message 34986 : RE: Market Mode Dynamic Lists


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