jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | Tom: 1) Yes, I did set the default value to 100. I probably didn't need to since there is only one active ranker. 2) I'm not following you with the optimization. When you have only one ranker, how is it to optimize? What is it comparing against? When you have 2 or more rankers enabled, then it can optimize the split between the rankers. That's the function of that particular optimization check box as I recall. If you want to optimize the RSI(9), then I'd add a parameter, insert the parameter name in place of "9" and optimize the parameter. That's usually what I do when I want to optimize a ranker itself. I guess if you want to determine if the single ranker is having any effect, activate it, run your test and then deactivate it and then run the test again to see what your ending equity or draw down or Calmar... My ascending vs descending test of the ranker proved sort order matters and RSI(9) as a ranker has an effect given the list of symbols. What am I missing? | |
