Hello Jack,
Yes, these two Vortex flexible features are the essence of the system. The Windows Program also has an effective Trade Administration package( Trade histories and several (bank) accounts for each portfolio to reflect the real situation. Can make up a large number of portfolios, depending on the memory of the computer). Each fund is AIMed separately within each portfolio.
Tonight I shall run the data. I need a bit of feedback on your information:
1) You use a CER of 0 with 10000 Share value. This means you Initial Investment = 10000. Remark: With a Cash =0 at the start you can only take advantage of dropping prices at the start if you allow negative cash (margin). If I understand your margin specification correctly then this is no problem.
2) You state Maximum Margin = 20000. To me this means that you will allow 20000 in negative cash, or that you are willing to add another 20000 cash for extra purchases when needed. Could you clarify this? In my terminology Margin is allowing negative cash beyond the initial conditions;
3) Commission 25 per trade (thus 54 per In/Out cycle). Right?
4) Which Data did you use: Daily, Weekly or Monthly? Makes quite a difference for volatile stock!!!
In the Vortex simulation I will use your 10% Safes as 10% Resistances. In Vortex the Resistance does not figure into the Trade Amount. As to the aggression I will use a nominal conservative as well and a nominal aggressive mode without optimisation. I simply use parameters I consider typical on the basis of inspecting the Data History (gut feeling adjustments). Then I will use a Tweaking Run by which the parameters are optimised for the price dataset.
Regards,
Market Data 
Markets 
AI
