Karw,
I have made some test runs to compare VORTEX with HUSKY but I have not analyzed the trading functions in detail. The Trading algorithms are different(also because of more IFs and THENs and ORs) but generally speaking my feeling is that there are definite similarities with respect that, as far as I understand it at this time, that HUSKY also has the PC=SV after each trade, but HUSKY does not trade(I think) via (PC-SV) but uses this only as a trade trigger. The Trade is calculated as a fraction of something but I cannot recall off-hand what this is(Cash and virtual cash and shares play a role in it but none of it is completely clear to me).
I do not exclude Std. AIM from being a scale trading system but AIM has this considerable asymmetry due to the fact that the PC is not updated after a sell. In that way it reacts different to price drops than to price rises.
There are also differences between HUSKY and Vortex in the sense that HUSKY appears to conserve cash different or better than Vortex does(filters of some sort). With Vortex the Buy Advice rises rapidly with dropping prices and I check that with a larger Resistance, and if the price goes through this limit it gives a large Buy Advice. I do not know How HUSKY handles this.
In my comparing I discovered that HUSKY ended up with more shares at the end of the run and Vortex with more cash and more PV value, but this is only true for the test cases. With the Vortex Parameters incorrectly chosen it can cut the profit. In that sense HUSKY is supposedly more insensitive to parameter variation.
In case Don Carlson agrees to it I will present the test case results on the Vortex Board within a few days.
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