Mark Holstius Elite    Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL  User Profile | A) White cell stats are for trades placed on a day when MTM was in a block from 0% to 1% up in new high territory B) PPT (1.17%) for all trades entered when MTM was >= 0% up in new high territory C) PPT (1.97%) for all trades entered when MTM was >= 3% up in new high territory D) PPT (1.44%) for all trades entered when MTM was in a range from -3% DD to +3% Move up E) White cell stats are for trades placed on a day when MTM was in a block from 0% to -1% down in DD territory F) PPT (2.24%) for all trades entered when MTM was <= -3% down in DD territory The interesting observation is that the PPT rises as the equity curve moves further away from the last “pivot point” defining the beginning of a Move Up or a Drawdown, whether the move is Up or Down. It makes me wonder about the wisdom of halting trading when the equity curve drops below some fixed % down. It’ll take some testing with OV if / when we get that capability… Mark [Edited by Mark Holstius on 7/18/2017 3:31 PM]  Attached file : 01 Pivot ranges.png (89KB - 517 downloads) |
