A.I.M. Users Bulletin Board

[Conrad]

Additional comments on comparative testing with AIM with Vortex

In the previous post I mentioned that using an identical starting response for AIM and Vortex the overall response of Vortex quite conservative. I have changed the parameters for a more aggressive approach to Vortex buying and selling so that on the way down the cash cold be effectively invested as AIM did and and to keep the Sell Aggression low in order to hold on to high priced shares.
I restricted the trades to a larger Dead Zone of about 14%. This way all the triggers were > 3500

This considerably improves the Vortex response and jacks up the Portfolio Value from 163000 to 217000 while the trades are about the same number as before but this time the cash is reduced to 176 at a price of 13 and that is virtually the same as the 171 for the AIM run. By increasing the buy activity and increasing the dead zone to 14 % from 5% I shifted the buys towards the price dip. The Sell aggressively is kept about as low as before.

A large difference in the response is that the Vortex first buy at 21,5 increased from 3780 to 9000 and this is a vastly different response from the AIM first buy.

So, I conclude that comparing AIM and Vortex any further is rather pointless because in order to get approximately the same overall response the starting response is completely different. There is no way to use any rule as to how the parameter might be set in order to get the same overall response.

It is like comparing apples with oranges. . .!

The testing is over!