John W Regular  Posts: 87 Joined: 8/1/2011 Location: Sydney, NSW, Australia  User Profile | “Use portfolio Simulation Settings for Symbols” or, “Use these Symbols” If you choose the first alternative then a dynamic list can be run with the ATM method. If you choose the second alternative then the symbols cannot be changed dynamically As an example I sorted a list of the Russell 1000 to find the top 30 symbols using AVG(C,10)*AVG(V,10) as both a criteria and sort value. In its static from this produces the 30 largest stocks that meet this rule today. This produces 1430 trades using those static 30 symbols and final equity $3.879M The same list in its dynamic form produces 1747 trades using 134 symbols and final equity $3.655M. [Edited by John W on 10/4/2018 8:25 PM]  Attached file : CurrentTop30.png (70KB - 773 downloads) Attached file : DynamicTop30.png (69KB - 758 downloads) |
