Virtual Strategies
Last updated
Last updated
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, 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 dramatical effect on the results. In this case trades are down from 198 to 53, gain is up from 4 to 35.
Virtual Strategies has typically a major effect on Draw Down, and thereby on the risk. In this example the Virtual Strategy never turn 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.