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LSJ

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Posts: 515

Joined: 8/17/2006
Location: Citrus Springs, FL

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Subject : RE: Xsuite with ATM Micro Macro
Posted : 3/17/2018 6:19 PM
Post #44311 - In reply to #44264
I ran two different tests to try to glean the best strategies for the Method using Xsuite. The first test was using Mark's suggestion of testing a single strategy in one market state and testing each strategy in the profile to see and compare performance.
The second test was as above where the trades were exported to Excel and a pivot table used to see the performance of each strategy.
The results of the tests don't lead to the same conclusion. In the pivot table some strategies produce net losing trades while the same strategy produces a gain in the portfolio simulation.
Please help interpret this result!
Attached file : Tests 1a 1b.png (59KB - 371 downloads)

Deleting message 44311 : RE: Xsuite with ATM Micro Macro


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