RE: Comparative testing AIM & Vortex.
TooFuzzy and I have had many private discussions on the difficulty to get identical starting positions. The problem in this was different interpretation for the Holding Zone/Min. Trade/SAFE and what I called SAVE. On the basis of the interpretations that TooFuzzy used we have come the following starting conditions for a Comparative Test:
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See Post # 27280 for reference.
AIM - VORTEX Test Results first Runs:
Standard AIM Investment: 70000..................on:. . .30-04-08
Reserve= 30000
SAVE: -0,1*SV
No negative Reserve
AIM Trade Formula’s: Trade Advice= /(PC-SV)/ - 0,1*SV
Min Trade= 4,5% of SV
Stock price 25 to start. See Post # 27280.
Reference AIM Trades for rising and dropping stock values:
+ 17% Price: First Trade Executed= Sell = 3710
-14% Price: First Trade = Buy = 3780
I have used these Reference trades to set the Advice Generator of the VORTEX program;
Buy Aggression Factor fb =
-1,59255
Sell Aggression Factor fs =
-2,20750
Trade Advice Function= 1/(1-f)*(PC-SV)
No trading costs
No interest on cash.
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This time 14 trades are executed(previously 8 trades).
These different starting conditions and different ways for calculating the Min Trade has resulted in a greater trading activity. This is primarily due to the fact that the Floating Min. Trade 0,045*SV < 3500 when the SV is low and creates more buys and sells when the SV is less that the 70000 starting equity.
For this new run (with more trades in the price-dip-phase than previously) the performance in terms of yield is a little higher(more buying in the dips).
Simple ROI = 27,2 % per year (was 21,6 %) for the 2,92 years
ROTAI = 38,7 % per year (was 29,9 %)
TooFuzzy is going to report on the AIM trades.
If a Trade Table is needed for trade-by-trade comparison I will post this later after TooFuzzy presents the results.
