mholstius Regular  Posts: 76 Joined: 6/15/2011  User Profile | Glad to hear you’re experimenting with ATM3. Hope you’ll share what you find. I think ATM3 will “rank” right on up there as one of the premier pieces of software from Nirvana – and that’s saying a lot. The tests I posted above all used 2X leverage and “Increase Trade Size”. The only difference between the black, blue, and green plots is the allocation of equity / trade. Black used 10% / trade, blue used 20% / trade, and green used 30% / trade. ATM3 was set to trade using VBX-3 Long and the symbols that had Mark II ranking values in the top 15% as of end of the previous month; I’ve been working on the algorithm / formula for a couple of years now, trying to boil it down to one number that can be used to rank the “quality” of the equity curve in the past. It took a lot of work on the part of the Nirvana developers to incorporate it into ATM3 – and it’s a testament to their skills that it runs as fast as it does. (I just checked, and I’ve created 16,000 spreadsheets on this machine – 3,000 of them since 1/1/2018. That’s probably not a good thing… sigh.) Good luck in your testing – we have a lot to work with, and a lot to learn with 7 different ranking algorithms to choose from; Hope you enjoy the walk forward… Mark [Edited by mholstius on 1/22/2020 7:54 PM]  Attached file : 01 ATM3 settings.png (53KB - 1830 downloads) Attached file : 02 ATM3 rankers.png (9KB - 1815 downloads) |
