Barry Cohen![]() Sage ![]() ![]() ![]() ![]() ![]() ![]() Posts: 6338 Joined: 1/19/2004 ![]() |
No, the Port Sim methods, with or without ATS, have absolutely no effect on your ToDo List analysis / voteline / signals.
The Trade Calculator doesn't work that way. While it does take the Port Sim analysis into account to calculate trade sizes, it doesn't just use the default value specified in that method.
When Port Sim runs analysis for a method, it chooses trades from your real mode analysis, or all the trades from the voteline (within the specified test period). The Port Sim method typically doesn't take every trade. Consequently, the Performance Report (under File/Reports) does take every trade no matter what. The Port Sim method will choose trades on an individual strategy or from all strategies. This is a Port Sim setting under Simulation Settings -> Trade Source -> Strategy. Whether you set it to All Strategies or an individual strategy, the Max Long setting doesn't matter. If set to 2, that just means that no more than 2 trades can be taken on one bar/day regardless of the strategy. You will never get 2 separate trades on the same symbol. |