Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | Unless you have some additional questions about the CB, I'd like to suggest that we decide our future direction regarding its use, now. First, the Reversing option (or presumably the N=1 option we spoke about a long while back) simply provides MORE signals ... and the N=20 "lockout effect" might be useful for keeping our charts & examples "cleaner" (see the first chart vs the other three, in the last post). I suggest we move ahead with the investigations using N=20 at first, but adding Reversing to check for additional patterns and to confirm our initial conclusions. My leaning would be to use the Rev or N=1 approach for our "final" strat template ... since there is no logical rationale (that I can think of) for creating an arbitrary N=20 "signal lockout" zone. Second, the 5/0 vs 0/5 seems to be obvious. Our tests were run with the FS combination, and as such, the 5/0 clearly was a better "match" to the DoubleDualEMA strat that is our "control" for the testing. Let's not forget that, long ago and far away in the original post that started this thread, the request was for a strategy that used two instances of MV2-C in conjunction with one another. 5/0 (with FS) matches that. If you were curious (I was), you might have tried out 0/5 with SF, to see how it performed vs the DDE. We did not show the charts ... but I skipped over it since it was a poorer fit. Following from that ... Third, we saw that FS matched DDE, but SF did not. So, FS (5x20 in Sys, 10x40 in Conf) is the way to go. More importantly, it MAKES SENSE! The Fast pair will fire FIRST ... and our Vote Block "extends" that firing impact a ways further ... and our Confirm Block "reaches back" to find it. Again ... on some tests I did separately ... reversing the order, and changing the CB settings to 0/5 (or even 0/10 with VB=0) did not perform acceptably). So, hopefully these conclusions MAKE SENSE to you now, in relation to HOW the strategy-logic is actually functioning. I hope that these "lessons" will give you a better "gut feel" for the purpose and mechanisms of these blocks we're working with. | |
