OmniTrader Professional Forum OmniTrader Professional Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
THOMAS HELGET

Elite
500100
Posts: 610

Joined: 3/22/2006
Location: BALDWINSVILLE, NEW YORK

User Profile
 
Subject : RE: OT 2018 ATS With VBX3 And Large Cap Stocks
Posted : 12/16/2017 6:56 PM
Post #29773 - In reply to #29756

Guys:

Using the original technique proposed at the top of this thread I repeated the analysis on the Large Cap Stocks Focus List utilizing VBX-3 and found that with the three new ATS Method settings that % of Equity outperformed all three of them.

However, when optimized, both the Trend Reversal and the Reversal ATS Methods proved far superior to the % of Equity method (you will have to look very carefully to see which was the better):




Even optimized the Trend ATS Method underperformed % of Equity.

Note that these results were with choosing the top Long ATS performer only and devoting 10% of Equity to it's purchase.

When I tried to go both Long and Short (1 trade each) once again % of Equity won out by a wide margin even when the three new ATS Methods were optimized which would appear to indicate that different strategies might need to be employed in the individual ATS methods to effectively pick Short winners.

Tom Helget


[Edited by THOMAS HELGET on 12/16/2017 7:02 PM]

Attached file : VBX-3 Large Cap Stocks ATS Portfolio Simulation.JPG (138KB - 530 downloads)

Deleting message 29773 : RE: OT 2018 ATS With VBX3 And Large Cap Stocks


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.