jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | A shot in the dark... What's your Port Sim setting on the Account Settings tab for the Leverage? Is it set to Increase Number of Trades or Increase Trade Size? From what I understand, OT will ignore leverage for options so I'd expect this parm to be ignored. But it is the only setting I could think of that might affect it. The only other one that I've seen affect it is on the Method Settings (Settings in the lower left corner of a Method window) -- the Concurrent Market States tab has a Blend factor. I had that enabled once and saw that even though I had 16 market states that were explicitly defined to not overlap, when I ran as CMS vs non-CMS, the CMS would produce better results. The reason wasn't because of CMS, rather, I had the Blend Factor set to 1.20 which raised my allocation by 20%. Since only one MS was firing at a time, it raised the allocation above my allocation level for the market state. | |
