Virtual Strategies

  • A virtual strategy is a strategy running in parallel with the real ATS, but having additional STRAT indicators as input, turning the ATS on and off.

  • The bars represent the ATS, and the green line the virtual strategy.

  • STRAT 2 is used to turn the ATS off when the value of the STRAT is below 80%.

  • STRAT Indicators used for Virtual Strategies are using BUY-only setting (all green).

  • Virtual Strategies can have a dramatic effect on the results. In this case trades are down from 198 to 53, gain is up from 4 to 35.

  • Virtual strategies can have a major effect on draw down, and thereby on the risk. In this example the virtual strategy never turns negative.

  • Using virtual strategies is what we call "conceptual trading".

  • The list of trades shows the result from both the ATS the Virtual ATS (right columns).

  • Virtual Strategies can also be used during optimizing and batch-testing.

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