Jim Dean Elite   Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA  User Profile | There are three ways currently to compare strat's: 1. equity curves ... give a very good "big picture" 2. summary statistics (TPM, CAR, MDD, etc) ... offer fast overviews 3. excel export ... everything behind the scenes, for you to play with ==== The "worries" of mixing various strat's together are actually "blessings" ... OVest allows you to easily bake your own cake. Yes, it takes time and thought and can be frustrating (or entertaining). Hey, that's trading! The upcoming OVestPro Portfolio Wizard (probably 2-3 months out) will automate that entire process, allowing you to define the metrics/goals you wish. In the meantime, for really detailed and testing, dump the data to excel and go to town (that's how Portfolio Balancer and Portfolio Wizard were born - done by dedicated, brilliant users ... now being implemented by Nirvana with their assistance - Steve Mayo and Mark Holstius are the stars of that epic - thanks, guys! ----- You can create your own lists ... either by uploading specific symbol sets, for static lists used as is through the entire test range and at the HRE (you can change the list whenever you want, manually) ... OR by creating custom dynamic lists that rebuild a new set of symbols every new day, based on OScript filtering rules - DL's are imho one of THE most powerful features of OVest. An infinite number of filter rules are possible. ------ You can turn individual Strat's off and on with Strat OScript conditions, and once the PortSwitcher comes online, you can control which Port's in an Account are active, or even "meld" them with weighting factors (eventually) ... that process will also use OScript conditions. OR, if you have OVestPro (a verreeee good idea), Portfolio Balancer will help you determine the best switching algorithm, and control it for you! ====== My orig description, part A.2, explained how to make Strat's use only Long, only Short, or Both. I thought that was clear. The raw Systems that the Strats are built from produce signals in both directions ... the modifier allows you to ignore some or none of them. **** General comment: I fully agree that it's best to know the theory before throwing money at the thing, or throwing a lot of time at it. BUT, some things are best learned by a LITTLE bit of info (I think I've laid that out already), plus spending time to PLAY with things to see how they work. Some of your questions thus far would easily have been answered from a little "learning playtime" ... other questions truly do hit on the heart of the difficulties ... and point to the cool solutions that are already in the works. [Edited by Jim Dean on 5/10/2014 10:25 AM] | |
