A.I.M. Users Bulletin Board

[Qarel]

Hi LC (and Hi aptus)

I am just pondering this, and more for my amusement than from any real wish to change the AIM algorithm. I already did the same test and found how raising PC after a sell instead of after a buy had a severe impact when you consider the Lichello cycle. But for obvious reasons this isn't very informative: the Lichello cycle is almost custom built to make the trading side of AIM shine. (Real trading systems like Vortex or X_Dev do even better.) But for my Nasdaq100 sheet this variation actually was beneficial, so things remain undecided. Perhaps someone with a huge database and a good backtest engine could do some number crunching. (Yes, that's you, aptus. I hope you are interested!)

Regards,

Karel