EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | market_student: I have taken a shot at it. I created an ATM Method for the Resilient Stocks. This uses no Market State but does employ a Ranker entitled Short Term Oversold which is just the RSI(9) sorted Ascending. The ATM Method also uses 10 Maximum Concurrent Positions and a Maximum Allocation of 10%. I created a strategy to fire a buy signal on the first trading day of the week - this means that each Resilient Symbol is up for trade and only will be taken if the Ranker deems it so. Unfortunately the Ranke here is worthless. Even with the 62 stocks that comprise Jeff Drake's Resilient Stock List all firing each and every First Day of the Week an Optimization of the Ranker Default value returns zero (0) meaning that the Ranker is ineffective in determining the trades and so the trades are take by Symbol Ascending as provided for in the Simulation Settings Trade Selection Tab by default. A real disappointment. If anyone else has a better way of doing this I am all ears. Tom Helget | |
