Hi Matt, those are the formulas I wrote down in my previous note. Instead of ACPS, I had total cost; and instead of CP I had current value. But of course this is the same when you divide out the number of shares.
So, yes indeed, these are the formulas that I use. This morning I had my first Buy transaction. I like to implement things in a real machine, because that somehow attaches my thinking and ideas. I think you can call the attachment 'greed'.
I published this on Lost Cowboys forum, the systematic investment forum. This system is not ReBal, it is not AIM. The handling of cash is similar to Synchrovest, 2nd gear. So I thought the discussion probably should be on that forum?
This formula set has some special features, which I want to feel-through and use to increase my understanding of the AIM algorithm. I sense deeper structures here.(And it is only up and down!)
Kind Regards, K