mholstius Veteran   Posts: 175 Joined: 1/13/2017  User Profile | Hi Tom… Nice to see you’re experimenting – there are so many capabilities and permutations with this filter that I’m sure it’ll take a while to test them and see how they work and what effect they have on each other. I know you’ve done a lot of work, both here and on Jim Dean’s excellent TradeTight site, so I’m sure you realize this - but for the benefit of others just starting with Port Sim I’ll point out that the 2 charts you posted are looking at the same data, but you’ve just reversed the plots. Both have FT PPT as the Y axis, but the top chart has Lookback # Trades as the “Dots” and Min Avg PPT as the X axis. In your 2nd chart, you’ve kept FT PPT as the Y axis and swapped the other 2: the Dots are now Min Avg PPT and the X axis is Lookback # Of Trades. Rather than add to this thread, I’ve started another one at the link below containing more information on how I interpret the output from Port Sim runs; https://www.omnitrader.com/currentclients/otforum/thread-view.asp?threadid=12351&posts=1 Thanks for your input, Mark [Edited by mholstius on 1/22/2017 6:34 PM] | |
