Settings and activity
68 results found
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2 votesMichael Ellis shared this idea ·
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19 votesMichael Ellis supported this idea ·
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7 votesMichael Ellis supported this idea ·
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47 votesMichael Ellis supported this idea ·
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58 votesMichael Ellis supported this idea ·
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110 votesMichael Ellis supported this idea ·
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113 votes
We are planning on adding these Market Timing conditions to BackTester soon.
Michael Ellis supported this idea · -
151 votesMichael Ellis supported this idea ·
An error occurred while saving the comment An error occurred while saving the comment Michael Ellis commentedAbsolutely. Keeping them all straight is a significant challenge. Folders would make organizing them really simple.
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172 votesMichael Ellis supported this idea ·
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270 votesMichael Ellis supported this idea ·
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265 votesMichael Ellis supported this idea ·
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310 votesMichael Ellis supported this idea ·
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3 votes
An error occurred while saving the comment Michael Ellis commentedTo clarify a little, adding a minimum of ATR (10) and ATR(14), the two most common periods, to the VV search/field parameters would at least get the ball rolling. Users could then use the Custom Field Builder to build other algorithms of their choosing, like ATRP (Average True Range Percentage) (ATR/Actual Price), which would enable stock to stock comparison for volatility. BOTH ATR and ATRP should also be made available at the same time for Graph Layouts, so it would like in the attachment.
Michael Ellis supported this idea · -
12 votes
An error occurred while saving the comment Michael Ellis commentedTo clarify a little, adding a minimum of ATR (10) and ATR(14), the two most common periods, to the VV search/field parameters would at least get the ball rolling. Users could then use the Custom Field Builder to build other algorithms of their choosing, like ATRP (Average True Range Percentage) (ATR/Actual Price), which would enable stock to stock comparison for volatility. BOTH ATR and ATRP should also be made available at the same time for Graph Layouts, so it would like in the attachment.
Michael Ellis supported this idea · -
2 votes
An error occurred while saving the comment Michael Ellis commentedI would prefer to see both ATR and ATRP (ATR/Actual Price) as graph layout criteria, so it would look like the attached view in Fidelity's Active Trader Pro.
Michael Ellis supported this idea · -
12 votes
An error occurred while saving the comment Michael Ellis commentedAdding a minimum of ATR (10) and ATR(14), the two most common periods, to the VV parameters would at least get the ball rolling. Users could then use the Custom Field Builder to build other algorithms of their choosing, like ATRP (Average True Range Percentage) (ATR/Actual Price), which would enable stock to stock comparison for volatility. BOTH ATR and ATRP should also be made available at the same time in Graph Layouts.
Michael Ellis supported this idea · -
20 votes
An error occurred while saving the comment Michael Ellis commentedThe comments get a little esoteric, but adding a minimum of ATR (10) and ATR(14), the two most common periods, to the VV parameters would at least get the ball rolling. Users could then use the Custom Field Builder to build other algorithms of their choosing, like ATRP (Average True Range Percentage) (ATR/Actual Price), which would enable stock to stock comparison for volatility. BOTH ATR and ATRP should also be made available at the same time in Graph Layouts.
Michael Ellis supported this idea · -
3 votes
An error occurred while saving the comment Michael Ellis commentedThe only thing I disagree with here is it should be ATR/Actual Price, not Price/ATR. The former gives the equivalent of a percentage that enables stock to stock comparison for volatility and an easy conversion to a 1X, 2X or 3X trailing stop. More specifically, too, it needs to be a parameter in both graph layout as well as search parameters.
Michael Ellis supported this idea · -
1 voteMichael Ellis shared this idea ·
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40 votes
An error occurred while saving the comment Michael Ellis commentedYou can do all these things but you need ProTrader to do it.
First suggested in 2010. It's 2021. Should we just give up on the idea of folders in the backtests? Seems like such a simple change to implement.