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mholstius

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Subject : RE: Xsuite with ATM Micro Macro
Posted : 3/21/2018 8:19 AM
Post #44358 - In reply to #44355

Still not home, but...
I’d question what was being analyzed and presented by excel.
We know that the equity curve and stats show what happens in the Bear + Bull state using Swing 13 using the choices made in the ATM settings.
By using 1%, we can also see that an AVG of only 0.4% of equity is being used - so there’s probably very little interaction between the states.
I’d go with the known stats and continue trying to identify additional good strategies using that process.
It’s tedious, but we know that the stats are correct.
Until you’re sure what’s being analyzed by excel, that’s an unknown...
Mark
Deleting message 44358 : RE: Xsuite with ATM Micro Macro


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