KC Kid Member Posts: 23 Joined: 6/20/2013 Location: Olathe, KS  User Profile | Jim, you said: "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." I'm a rank amateur, so I will defer to your knowledge, but doesn't alphabetic sort in port sym sort based on the symbol name alphabetically, not the strategy name? But given that line of thinking, strategy sort is also an option. Does that choose the trades ranked strictly by strategy name? That would seem implied, but is not easy to verify just looking at the output. Regardless, do ATS and ATM override that port sym setting? I will admit I have played very little with the software so far, mostly reading the efforts of others. Second, you stated: "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." What is MPE? Max profitable excursion? There currently isn't a way to rank this method, is there? Or is this your proposed enhancement? | |
