Jim Dean Elite   Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA  User Profile | ATM is an open ended tool, akin to Stategy Wizard. It provides ability to intelligently manage trading, without locking in or “fitting” pre-determined activity, as long as it is used wisely - much like SW. It does not inherently remove any pre-tuning from strategies that it is “fed”, but rather provides a broader and more robust implementation of them. Could it be used to “curve fit”? Sure - but it would be counterproductive to use it that way imho. The way to avoid it is to apply rules for filtering states and ranking trades and applying allocations that “inherently make logical sense” - rather than blindly or mechanically iterating though hundreds of options to find the best outputs. Summary: keep your brain engaged; don’t over-tweak results. Aside: I suspect the most revealing tests for “comfort level” purposes would be to use less sophisticated strategies (such as ones provided with base OT package), which are less likely to have been inadvertently over-tuned during development. Before/after comparisons of those kernel strategies could provide a challenging “acid test”. | |
