Alert! Qarel, this is not a problem with the Lichello data set. It is a problem with AIM. This is more a sampling problem, what you did was sample the Lichello cycle very often, and buy or sell just as soon as possible. This interacted with the Portfolio feedback loop, to cause the Set Point to no longer behave properly, it starts to ramp up until AIM no longer works properly!
In my view your work duplicates what people have been doing with GTC orders, which means that a lot of people could be in trouble, Their AIM program may not be working the way it should be!
I am recommending that everyone start tracking the set point, when the AIM program is working properly the set point should be following the stock price roughly, if you see that it is starting to ramp up, you need to reset your AIM program.
I have done some initial testing on this, if the feedback loop is lowered to 10% the set point is stable, when sampling is done every one degree. If the sampling rate is done once every 13 degrees or greater the feed back loop is stable at 50%.
I am sure you will start getting a lot of requests for your spreadsheet. While I did find a few things odd with it, minimum buy based on the portfolio control. That is not causing what you are seeing. I duplicated the problem with my old spreadsheet. I have to go to the store now, but will be back online later.
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