mholstius![]() Veteran ![]() ![]() ![]() ![]() Posts: 175 Joined: 1/13/2017 ![]() | Hi Jeff… Since it appears that you use MOC for a lot of your strategies (all those in your snag?), maybe yours is a good test of using MOC - and maybe you should just check “Use Portfolio Simulation Setting For Strategies” in all the market states and see what happens when you use all the strategies all the time. In essence, you won’t be using any market states, but maybe something else will pop out. A lot of things look good in your “mistake” run… but also notice that you allowed 100 longs and 100 shorts in your “No Trades” market state. ser•en•dip•i•ty noun 1. the occurrence and development of events by chance in a happy or beneficial way. "a fortunate stroke of serendipity" Or - “I’ll take luck over skill any time…” Mark Now that I think about it… If you do decide to get all the trades for analysis, then I’d also suggest 4 things; 1) Check “Use These Strategies” in each state and then go down and check all the Strategies in the list in every market state. That way, the strategy used will show up along with the market state at the time of the trade in the export of the trades. 2) Set your allocation in each market state to 2% / trade and 100 Longs and 100 Shorts. 3) Set the account starting balance at $1M. That way a 2% trade will still allow a trade in a symbol that trades at $20,000 / share and you won’t be missing out on high priced stocks. 4) Set the Leverage at 6X and “Use leverage to Increase The Number Of Trades”. You stand less of a chance of missing trades due to hitting the equity ceiling. If we’re looking to analyze a system, we want to look at all the trades the system can potentially generate, and don’t care about ridiculous ending equities, big DDs, and huge numbers of trades. If you export the trades that way and post the excel file, I’ll do some additional analysis of the trades and post the results… |