Clive, that was a pretty good analysis of the situation in the Testing, with Vortex tuned back to very conservative settings due to matching the first AIM fictitious trade at price 29,24 and the actual trade at price 21,5.
I agree with you observations. Normally I would use far more aggressive settings and if I had no idea as to which way a fund would move I would start at the default parameters
Fb=Fs=0
Trade Threshold=10%
Cash maybe 50/50 instead of 30/70
With PC = 100 SV would be + or - 10% ofstarting value
First Buy would be (100-90)=10-----> AIM Buy =10-9=1
First Sell would be(100-110)= -10 ----> AIM Sell = 10-11=-1 (No Sell)
A very different response for the start!
I know it would be possible to achieve very similar overall responses but that would not be possible in an actual investment as the price development is not known.
For back testing a similar response could be achieved but I see no reason why that would be interesting. . .the idea is to use judgment to figure out the best parameter setting for a certain stock and under prevailing condition performance would be as much a result of personal skill for me of understanding Vortex and for an AIMer understanding AIM (and modifying its parameters). . .not to forget the Outer Shell Management we would apply.
Thanks for the extra input.
Now I am going to take a nap. I have been at it for more than 6 hours straight now.
Zzzzz
