Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | Just watched Jeff’s seminar. Very well done. This appears to be an excellent step forward. My primary question is about how to “balance” the selections from the various enabled market state groups. I suspect that the Sequential method is the best vehicle for that. Jeff clearly explained how it rotates thru each Group and works from the top down, peeling off symbols from each group until it runs out of money. Here is a scenario based on that, presuming three groups each with four states as per his slide. Let’s assume that each state has its own internal filtering - maybe associated with the rankings, maybe something else - so that the following number of symbols pass the test on a given bar: Group 1: 3 symbols avail a b c Group 2: 1 symbol avail d Group 3: 9 symbols avail e f g h i j k l m The process will select, presuming funds are available, a d e b … then (presumably) f c g. After that, if funds are still avail, I presume it selects h i j k l m. Ok - if that’s not correct then please tell me how it does work for that example. That’s the scenario. Now the QUESTIONS: 1. How can I get it to automatically stop when it hits a pass that there are not symbols available in all three groups (or maybe in at least two of the three? 2. How can I get it to keep track of the Capital &/or Risk in each of the positions, so that it keeps on going with more symbols so optimize a rough balance of funds committed to each group (or to risk taken)? Obviously 2 is tougher than 1 - but it would be wonderful if possible. | |
