Hallo Nagpada,
Re. you AIM Question:
4. All :- Since AIM is a trade management system and is partial to volatility; volatility exist on different levels of time. Is anyone using AIM on a 30min., 1Hr. etc. scale. Has anyone used it or even done a whatif backtesting.
I used to do currency trading years ago but not on such a short time scale. Some time later I developed Vortex AIM. Which basically a symmetric AIM Ratio System with variable Buy and separately Sell Aggression Factors. In the latest version of Vortex 1.26g, I have, because of my interest in FOREX, incorporated Live Currency Pair Exchange Rate. . .updated every minute. . . and with small window in which the UP & Down behaviour is indicated. This can be used for very fast trading of volatile equities. At the moment it is only active for currency pairs but can be used for stocks if one has access to a live stock price service.
I have used back testing for the SPY Portfolio but that was not a “what if” procedure but intended to optimise the SPY Trading. . .but the recent SPY behaviour has remained in a narrow trading range and I have adjusted the holding zones downwards to create trading on the smaller up/down price movements.
Ca you explain what you exactly mean by What If Back testing . . . .I have use the Lichello Series 10; 8; 5; 4; 5; 8; 10; 8. . . . . .This is a What If process. Is that what you mean?
Regards,