EYEGUY Icon    Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK  User Profile | Jeff B: As regards: "Are you saying that you took the Persistent method, flipped ascending to descending for the long, set the optimization flag for the ranker, and saved the method and ran the analysis again and now the Opt field shows 10 instead of 0?" YES, but additionally I flipped Descending to Ascending for the Short. I also had "Scale Indicator Values" checked both times. And, yes, my understanding about the Ranking Default values is the same as yours only I thought that more than one Ranker was not required. Although I can't honestly conceive of it I though a value was required for the Default Value and I can keep hearing Ed Downs saying zero means the Ranker had no effect. Thus when I optimized to it I assumed the Ranker held no value. In times past Barry Cohen has posited that maybe that was because there were not enough trades to rank. So, if you had 10 stocks to allocate at 10& each and there were only five trading signals ranking really doesn't come into play. But I could kick myself for not trying the simple experiment you proffered - I do this all the time in my coding to see if something is working and I never, ever thought to do it with the ATM Ranker. Shame on me. Please don't tell my wife! Thanks again, Tom Helget | |
