A.I.M. Users Bulletin Board

[Conrad]

Thanks Karw for the additional remarks.

I have never used the PC/share. . . .Share Value or Share Quantity?
So I have no "feel" for that index. I trade around the latest Share Price. . .
I realise now = PC/N . . .N= Share Quantity
So in that sense we do the same thing.

2 - i dont use negative hold zones, in some tests it did not work well for me

I presume you mean negative SAFES. I never heard of Negative Hold Zones . . .It makes no sense.

On the Hold Zones, indeed the Min. Trade amounts would indicate the Min. Holding Zone limits would seem to be directly related to the Top en Bottom variations of the Reading Range. . .and if a Reading Range is clearly identified one could "eyeball" the appropriate values. . .For chaotic prices it would be more difficult to get the right values that way.

Rather than attempt to construct an Algorithm for either the Hold Zones or/and the Trade Aggression factors in Vortex I have decided to do it via periodic optimisation runs. I had decided that I could do that via an automatic procedure but programming for that goes over our heads. . .at least for the amount of programming time (and cost) required. . .I have decided to formalise the manual method using my Excel Program.

Frequent optimisations for relatively short price histories will give good parameter set if the optimisation results are tempered so that the future price behaviour does not have to be identical as the Optimisation Set.

Regards.