EdgeWare FastBreak Pro Version 6.5 - Manual (Page 28)

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If you use Yes, the optimizer will always try the adjustment option. If you check
Optimize, the optimizer will “consider” using this functionality.
See the standard manual for complete details on this option. If you decide to use the
function, you will need to input the Adjustment Index (the default is SP-CP, the S&P 500
Index) as well as ranges for the adjustment factors and the EMA ranges. Remember, an
adjustment factor less than 1.0 will decrease the parameter values, while adjustment
factors greater than 1.0 will increase those values.
Note 1: If you are using one or more of the curve fit ranking methods, a minimum of
two or three market days are required to calculate the curve fit. If the adjustment
factor to the Buy or Sell ranking period results in values less than three days,
FastBreak Pro will internally default to a minimum of three market days.
For
example, if the Buy ranking period is four days but the adjustment factor is 0.25 this
would result in only one day to calculate the curve fit. The curve fit equations require
up to three days to make the calculation, and FastBreak Pro will set the adjusted buy
ranking period to three days.
Note 2: If you use this option, the maximum adjustment factor can impact the IS start
date. For example, if you input a maximum Ranking value of 90 days and a maximum
adjustment factor of 2, then the IS start date will need to allow 180 days of data for the
initial ranking.
Note 3: You can’t use the Adjust option when using BAT option.
User Min Hold
It is recommended that when setting the User Min Hold maximum range value to span
“monthly” periods of time, i.e., 35, 65, 95 days. In other words, when setting the
maximum value it is better to choose 35 days rather than 28 days, or 65 days rather than
59 days. This is especially true for bond trading systems because bonds make monthly
distributions and it is important to capture the effects of these distributions. The values
are calendar days.
Use Log Trend Line
The FastBreak Pro optimizer can be used to optimize the nature of trendlines. It can also
be used to determine whether Linear or Logarithmic trendlines are best.
If the Yes option is chosen then only logarithmic trendlines will be used. This option
controls both the Stop and Buy Filter trendlines.
In other words, you can’t mix