EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | I have been struggling with a similar problem concerning VTY_PRICE. If you look at the ATM Methods issued to date all of them sort both Long and Short in the Conditions Box Descending. And usually with the (10,5) Parameter set like you are using. In my situation using a custom Market State I developed I was trying to optimize the value of the Ranker Default. Every time I did so though whether sorting Long and Short both Descending or Long Ascending and Short Descending (which I thought to be the better choice and I'll show why in a second) the Optimization returned a value of zero (0). But that may have had to do with the trades taken in my Market State although I thought the result a bit strange. So, what is the description of VTY_PRICE? From the OT Help File: Note that it is true that high values of the Volatility Price Ratio does indeed seem to portend a reversal - but mainly a reversal that taking a Long position in might benefit from. Contrarily a Short position might be seen to benefit from a low value of the Volatility Price Ratio. Here it is on LLY - I just happened to be looking at it today for a trade. Note the similarity in respect to my analysis above: So, here is what I would suggest - try the Sort with Long Ascending and Short Descending with those boxes checked in the Conditions interface even though you are only trading Long only and see what happens. Note - I haven't tried this but it should be a simple test. Tom Helget [Edited by EYEGUY on 2/26/2019 9:54 AM]  Attached file : Volatility Price Ratio Definition.jpg (56KB - 754 downloads) Attached file : VTY_PRICE.jpg (75KB - 733 downloads) |
