Location: BALDWINSVILLE, NEW YORK
I agree that the comparison results are truly amazing!
But my concern is how the two ranking parameters in the Reversal ATS Method - RSI(3) (LONGS) and ADX(10) (SHORTS) for Rank 1 and TRII(60,40) for both LONGS and SHORTS for Rank 2 and then their subsequent weighting of 100 for Rank 1 and 10 for Rank2 could have ever been even conceived of initially.
That is, have you tried to create your own ATS method? If so could you create one for, say, breakout stocks (we only have Reversal and Trend Reversal Methods currently)? What indicators and parameters would you suggest? What would be your weighting of those indicators?
Just some thoughts - to my mind a little too "black boxy" (or maybe a lucky guess), especially with the weighting factor.
[Edited by THOMAS HELGET on 12/4/2017 8:55 PM]