A.I.M. Users Bulletin Board

[karw]

AIM at rest(last) :

S = PC/N
Sell = S / Ls
Buy = S / Lb

after a sell assuming constant parameters before and after the transaction:

Sa=Sb*FS
Sell=(Sb/Ls)*FS
Buy=(Sb/Lb)*FS

after a buy assuming constant parameters before and after the transaction:

Sa=Sb*FB
Sell=(Sb/Ls)*FB
Buy=(Sb/Lb)*FB

after any transaction:

Sa=Sb*(Ks*FS+Kb*FB)
Sell=(Sb/Ls)*(Ks*FS+Kb*FB)
Buy=(Sb/Lb)*(Ks*FS+Kb*FB)


Last Definitions:
Ks=1 for Sell and 0 for Buy
Kb=1 for Buy and 0 for Sell


More Definitions:
FS=Sell Factor = 1/(1-MS)
FB=Buy Factor = BSC * 1/(1+MB)


Extra Definitions:
BSC=Buy Setpoint Correction factor = 1+MB/2*(1-BS-MB)


New Definitions:
Ls=Lichello Band sell factor = 1-SS-MS
Lb=Lichello Band buy factor = 1+BS+MB

Definitions:
S=Setpoint
Sa=Setpoint after a transaction
Sb=Setpoint before a transaction
Sell=Sell Price belonging to the corresponding setpoint
Buy=Buy Price belonging to the corresponding setpoint
PC=Portfolio Control
N=Number of shares
SS=Sell Safe (10% = 0.1)
BS=Buy Safe (10%=0.1)
MS=Minimum Sell Perc(5%=0.05)
MB=Minimum Buy Perc(5%=0.05)