Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | To allow all possible system-signals to get through to the Vote Block, there are two "KISS" methods - either of these by itself does the trick ... you can use both if you want: 1. Check the "Use Reversing Signals" box in the bottom right of the SB/CB 2. Set Performance Metric to N-bars and Number of Bars = 1 (in SB or CB) If you are doing parameter-optimization, it's likely that the second solution will be unacceptable (we might discuss this later on, but not now) ... so the first solution (reversals) would be a better bet. However, if you are doing param-opt, and you want to keep the Short and Long sides separate (usually this is wise for optimization), then Steve's solution proposed in the last few posts is an excellent one. It's tempting to discuss the Next Pivot Point option here ... but that will definitely open up a huge can of snails, which would slither all over our orderly path here. So, for this thread, NPP discussion is "verboten". Nutshell ... for MOST (but not all) situations, it's best NOT to use NPP for optimization, or for Exits or anything else. There ARE exceptions to this where NPP is the PERFECT tool ... but the snail-goo about that will have to wait :~) Any further questions about this? There is still a "task" remaining. Please set up two strat's ... our original DoubleDualEMA without "Reverse" ... and let's modify (permanently) the "2in1" strat to include Reversal ... we previously demonstrated that 2in1 produced identical results to the DDE. Now, with those two strat's active (only), do the DJ-30 12-mo process again ... SLOWLY ... and identify which of the NEW trades that appear with this revision are "Good" new trades (ie profitable), and which are "Bad" new trades (ie losers). The Advisor will help you ID them. After doing that (a list with symbol and mo/year would be great), then try to CATEGORIZE those trades ... WHY were the good ones missed by the DDE strat, and WHY were the bad ones borne, using the Rev2in1? Try to determine GENERAL explanations, so that we can evaluate how to make a GENERAL decision about which (DDE or Rev2in1) to use, moving forward ... and also so we might start thinking how to improve things further ... please NO suggestions yet. You're in "detective" mode now :~) I've attached the Rev2in1 strat so that we're on the same page. [Edited by Jim Dean on 7/10/2010 6:01 PM]  Attached file : aJDgyDualEMArev-2in1.ots (744KB - 547 downloads) |
