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Jim Dean

Elite
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Posts: 1059

Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: ATMS: Add ability to Rank by Strategy
Posted : 2/28/2018 11:19 AM
Post #37094 - In reply to #37093
Using classic OT PortSim, if you rename your Strategies as you suggested, and use alphabetic (default) sort, then you’ll accomplish the process you described automatically.

However, I think the ATM approach, ranking the available trades based on avg MPE vs avg MDD is far superior, since no one strategy is always best.

[Edited by Jim Dean on 2/28/2018 11:22 AM]

Deleting message 37094 : RE: ATMS: Add ability to Rank by Strategy


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