SJ Member  Posts: 49 Joined: 9/28/2012 Location: Olathe, KS  User Profile | Tom, Good point on the RSI(2). When dealing with short period RSI, I always go (ok, didn't here) to the standard formula exactly because of how extreme the N version gets. Forgot that it actually goes to 100 & 0 frequently, unlike "standard" RSI which rarely goes under 1 (did hit a remarkable .054 this December). Jim, good points on alternatives to testing combined rankers. Frankly, the weighting and multiple ranker discussion, while interesting, was straying from the original issue. Taking Tom's advise and some extra measures, I verified my method settings, shut down OT, purged the results folder and the VBA/Temp folder, restarted OT, downloaded data and then analysis. I go to Port Sim and find the two methods (Rank by VTY_PRICE ascending/descending) are still giving the exact same equity curve, both higher than with no sort. As we have generally observed that sort descending (long only) is the beneficial configuration, the conclusion is that both are sorting descending despite the settings. Why I was apparently getting "correct" results earlier today, but cannot replicate that now remains an utter mystery. Tom, I am in N-club and read your post. I will try to add my woes there as well. Our issues are not identical, but similar. | |
