OmniTrader Forum OmniTrader Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
Buffalo Bill

Legend
50025
Posts: 539

Joined: 10/3/2006
Location: Stafford, VA

User Profile
 
Subject : RE: Macro + Micro with Inactivity and MOC and REU
Posted : 5/11/2018 4:20 PM
Post #44672 - In reply to #44515

FWIW - to get settings for the inactivity stop in each strategy what i did was run a full BT/FT then take the trading results under file-print reports-perf summary and look at the ave bars in trade - say it's 3 - and use that in the stop. For min gain I looked at the ave PPT for the strat and used that. separate settings for long and short if the strategy trades both

Too many strategies/settings involved to SW each one and this seemed like a good start.

Open to better ideas!

[Edited by Buffalo Bill on 5/11/2018 4:24 PM]

Deleting message 44672 : RE: Macro + Micro with Inactivity and MOC and REU


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.