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Barry Cohen

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Subject : RE: ATM3 Early Results
Posted : 2/25/2020 11:50 AM
Post #30901 - In reply to #30897

You're absolutely right, Gary, but when you AutoTrade % of Equity, it calculates share sizes on the right edge & according to your broker rather than 10 years of trades contributing to an absurd account balance. There are a number of ways to combat this if one wants (for instance port sim filtering, method allocation changes, & smaller test periods). Like you found, using Fixed Trade Size is one way.

The reason you're seeing varying sized contracts is due to this Blend Allocation setting. ATM Smart Calls was designed to use that setting, but you can certainly disable it if you like, & your Fixed Trade Size will work as you would expect.



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Deleting message 30901 : RE: ATM3 Early Results


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