Hello BW,
I really dont know exactly what parameters you had setup
except for the very low SAFE's
I am not speaking for RG, however, I was running some simulations with RG's settings of 1% min. trade, 2% buy safe, 2% sell safe (1 / 2 / 2).
I ran the simulations with data for CTRA.TO and the ROCAR achieved with settings of 1 / 2 / 2 under-performed AIM-by-the-book and the settings I am currently using of 10 / 0 / 14, for the period studied. I was puzzled by this outcome, and after pondering it for a while, I used 1 / 20 / 20 to see what would happen, and I was surprised by the relatively high number of trades and the out-performance.
I always sensed that the higher the min. trade, the lower the safe values would need to be in order to trigger buys and sells. But, I had no idea that with a min. trade amount of 1%, large safe values can actually trigger lots of trades and a higher ROCAR.
However, I feel that in order to use 1% min. trade, one needs to have a large AIM account.
I am interested to know what kind of results day-trading with AIM generates.
Regards,
Jack |
