Buffalo![]() Elite ![]() ![]() Posts: 603 Joined: 7/11/2007 Location: Braintree, MA ![]() | Jeff FYI - Need to be careful with your selection of multiple data periods - the 20min does not go into the 39min evenly. This means during Backtesting there is a 1 min overlap where essentially OT can see into the future. I'm not describing this well, but not using evenly divisible bars can let OT "cheat" during BTs so it knows the outcome of the confirming timeframe bars before the signal bar starts, so it obv uses that info that wouldn't be there at the same time if they were evenly divided - the confirm bar would be closed, confirming or not, BEFORE the signal starts, but in this case it's not. Yeah not doing a good job making this clear sorry. In this case I would use 13min I made this mistake once and what looked great during BT failed horribly - OT can't cheat at the HRE - when really trading. I don't know how this 1 min overlap will effect your stuff but it's a risk if you use it. JS. To trade in 100 share increments so options will work when using % or $ allocation go into Port sim - simulation settings - trading parameters - bottom checkbox - check the box that says to "trade in increments of 100 shares". This will have OT buy the max number of options for the $ or % you select. It works in my ATM3 Options method - it didn't till I checked that! [Edited by Buffalo on 5/30/2020 8:36 PM] |