[Attachment(s) from Alan included below]
Steve,
See attached screenshot. Hope it shows up in the group email :o)
All parameters do change. I have included a screenshot. First indicator pane shows the adaptive equity using defaults. Second indicator pane show adaptive equity with just ATR changed from 10 to 100. Third indictor pane shows adaptive equity with just min and max equity changed from 25 and 50 to 50 and 100.
The first thing that happens is that the minimum and maximum ATR over the look back period is determined. The difference in the min and max ATR is then used to rescale the position size between min equity and max equity.
If there is not much difference in the minimum and maximum ATR as the look back period is changed then you won't see much change in the plot. Look for slight differences. Notice the difference in the position size as shown in the right hand scale.
When you change just the min and max equity the look of the plot may not change, when compared to the plot with the defaults, but the right hand scale will change and shows the difference in the position size.
Alan,
On 2/23/2016 12:28 AM, steve@optimusadvisory.com [amibroker] wrote:
See attached screenshot. Hope it shows up in the group email :o)
All parameters do change. I have included a screenshot. First indicator pane shows the adaptive equity using defaults. Second indicator pane show adaptive equity with just ATR changed from 10 to 100. Third indictor pane shows adaptive equity with just min and max equity changed from 25 and 50 to 50 and 100.
The first thing that happens is that the minimum and maximum ATR over the look back period is determined. The difference in the min and max ATR is then used to rescale the position size between min equity and max equity.
If there is not much difference in the minimum and maximum ATR as the look back period is changed then you won't see much change in the plot. Look for slight differences. Notice the difference in the position size as shown in the right hand scale.
When you change just the min and max equity the look of the plot may not change, when compared to the plot with the defaults, but the right hand scale will change and shows the difference in the position size.
Alan,
On 2/23/2016 12:28 AM, steve@optimusadvisory.com [amibroker] wrote:
Alan: In trying to understand the code and tweak it a bit, I can't seem to make any parameter change that does anything to the results. Why when I change Min Equity & Max Equity from 25 & 50 to 50 & 100 nothing changes? Or ATR from 10 to 100? Shouldn't any parameter change (or changing Param to Optimize) give me different results?
Thanks,
Steve.
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