OmniVest Forum : General Discussion Topics : Deleting Thread Improving RTM Results With Limit Entries

Mark Holstius

Elite

Posts: 744

Joined: 10/11/2012
Location: Sleepy Hollow, IL

User Profile

Subject : RE: Improving RTM Results With Limit Entries
Posted : 8/14/2017 3:02 PM
Post #36854 - In reply to #36853

Here are more PPT and HR statistics for the various groups based on entries;

The 3 data sets:
1) FTM = 9,364 trades
2) ARM4 = 15,800 trades
3) The combination of 1 & 2 = 25,164 trades

A = Original PPT and HR for each of the 3 sets of trades (brown)
B = PPT and HR for trades filled at the Open (MOO and Limit)
C = PPT and HR for trades filled MOO and then Limit hit during the day
D = PPT and HR for all trades filled by MOO and Limits

There’s an obvious improvement in both PPT and HR for B, C, & D vs A

If this holds up, allocating more equity to Limit entries should definitely improve results.

Mark

[Edited by Mark Holstius on 8/14/2017 3:04 PM]

Attached file : 01 PPT and HR.png (48KB - 996 downloads)