jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | Tom, Wouldn't you need at least 3 market states? 1) Always: Select 9 symbols 2) Bull: Trade only DIA 3) Bear: Trade only DOG Run it weekly. Select Close all positions in either the Always or in both Bull/Bear. Probably having CMS set but no overlap between the definition of Bull/Bear would allow only Bull or Bear MS to fire and then Always (maybe C = C) so it always fires. I'm curious why the RSI(9) Ascending ranker is useless. Are all symbols reporting the exact same RSI value? If not, I would think that having the ranker in the Always order the list to give you the most oversold at the top of the list to trade? That is, assuming the positions were closed out. OmniFunds has a way to adjust positions in any symbol based on the calculations to rebalance -- I don't think that exists in ATM. That's why I'm suggesting exiting all positions and re-enter. Maybe there's a better way. I'm currently not trying to reproduce the Resilient Portfolio, but the concept Jeff introduced with a Resilient set of symbols is intriguing. I'm currently looking at OmniScan and seeing if there is a way that I can create a list that finds a few symbols that are trending better than the market on any given day (or demonstrating a few days of better performance) that I would feed to a set of strategies to determine trades. I'm thinking about the process... List that wants to move up -> Strategies that like predictability in symbols (AI?) -> Market States that help trim strategies, allocations, ranking -> ATM3 Automation -> Auto Trader. Jeff B | |
