A.I.M. Users Bulletin Board

[Conrad]

I figured as much Adam, because as I remarked earlier I could not make much out of it.

If I do something similar for Vortex AIM, which I have done for the current settings of the SPY DEMO Portfolio manually, then I have to

1) Determine the “best” Hold Zones for the current Trading Range by inspection;
2) Use the Hold Zones in (1) and then calculate the effects on a Round Robin Trading cycle by varying the Aggression Factors and also “fine tune” the Hold Zones..

In effect this means that with the Short Time Trading Range historical data I have to perform an Optimisation procedure and then the ideal parameters will drop out of that optimisation. When the average price behaviour changes that I have to repeat that procedure

I think this is better that defining a mathematical procedure for it. I will do this for SPY to compare it with the settings I have determined "manually".