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mholstius

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Joined: 6/15/2011

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Subject : RE: ATM3 Early Results
Posted : 1/27/2020 7:29 AM
Post #30760 - In reply to #30759

Hi Steve…

Yup – it can be hard to read in the snags…

They start on 1/1/17 and run for 3 years, except that the snag for “My Strategy” started on 1/1/16 for 4 years because I was doing something else when I grabbed that one.

Also, I forgot to include some of the settings I used in OT and Port Sim for anyone that might want to replicate this – so here are those details…




I’ve been concentrating on testing the ability of ATM3 to dynamically find the best symbols to use with strategies, and being able to verify the results of those automated choices walking forward using out of sample data is amazing.

I haven’t begun to use the optimization capabilities or the ability to find the best strategies to use with Market States - choices also made using the BT period and validated by a walk forward in out of sample data.

I thought ATM was a game changer when it came out, but this adds a whole new dimension.

Mark

[Edited by mholstius on 1/27/2020 7:30 AM]

Attached file : 01 Settings.png (235KB - 1637 downloads)

Deleting message 30760 : RE: ATM3 Early Results


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