Jeff Brown Member  Posts: 31 Joined: 1/29/2008  User Profile | Thanks All I'll add $VIX back now that I know where to look to see that it won't be traded. None of the strategies in Mark's doc used it so it was unnecessary, but it makes sense given its use with some strategies -- just easier to switch and experiment. I haven't yet tried to adjust the Trade Ranking given the VTY_PRICE formula. I think it can be simplified to ATR(4)/C. I'll test it out later tonight after my system finishes its daily chores. I had run another test that came up with VTY_PRICE(1,1) with the same result as 4,1. Now that I see the formula, I'll see if simply ATR(x)/C is as effective. [Edited by Jeff Brown on 3/5/2018 4:13 PM] | |
