Doug, Thanks, but here is not need to do that. In order to mimic your Back Test I would need to adjust the Excel spread for 133 lines manually on the monthly price run. If I plug in the daily prices In have to put in about 3800+ lines in the program and still do manual corrections if I have use a different date for executing a trade that was calculated on the prices of the previous trading day.
Considering all that I would have to rewrite the spread sheet. As I mentioned in my previous post the comparison would still mean noting as Vortex does not have a Standard By The Book default version. . . any outcome would simply be the result of how I decided to set the initial conditions for the trading aggression factors
I have done the 3 optimisation runs on monthly prices and that is more than enough work already.
The SPY prices showed a 10% loss over the 11 year period for the Buy & Hold case. With the ROTAI yield of between 6% and 15 % per year for the two relevant runs it becomes clear that an AIM-like strategy can work winders relative to the Buy and Hold method.
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