Robpf Member Posts: 13 Joined: 10/11/2012 Location: Pittsburgh, PA  User Profile | I have been experimenting with single strategy runs to try and determine which strategies work best in different market states. I have done this by allocating trades only in one market state and enabling only one strategy. This appears to work well and trades are only taken in that market state. I went back and added a volatility trade ranking in hopes of improving this performance. When I do this trades are taken in all market states to spite the fact that there are no trade allocations in the other market states. I clearly don't understand how Trade Ranking is working in the flow of determining trades. | |
