LSJ Legend  Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL  User Profile | I am experimenting with a method within ATM that just occurred to me that might be possible. Using a sector rotation approach it was easy to have states within the sector and then symbol lists for that sector but I wanted to break it down further to have stock lists for for groups within the sectors with their own correlations and filters. I discovered that ATM doesn't care if market states are duplicated with the same symbol and state definition. I created new duplicate states but named them differently to keep it organized. So, for example, I have duplicate market states for XLU. Within each state I am using a filter based on an MG group and have a separate symbol list, and repeat for as granular as needed to cover all the groups. I end up with a lot of symbols by not just using the symbols listed for the XLU so testing will take a lot longer. I won't have my first results until morning but has anyone else tried this? | |
