RichardL Veteran   Posts: 134 Joined: 9/18/2004  User Profile | The ADV rating is a measure of systems in agreement ON THE CURRENT VOTED SIGNAL within a single strategy as I understand it. So the measure you see is that of the winning strategy on the current voted signal. But when you run multiple strategies (to cover a wide variety of possible stocks well), the All Strategies Voting (ASV) measure is used to rate strategies over all past & current votes within the test boundary. The best one "wins" and its signals are allowed through to the vote line. The BT and FT hit rates are meaningful in measuring the degree of "fit" to the personalities of the shares and the measure is that of the degree of success of OT harnessing the groups of strategies (ie a higher meta-measure than ADV). Others will be able to say this better than I do here, but this is my reasoning best regards Richard [Edited by RichardL on 2/19/2006 3:17 PM] | |
