EdgeWare FastBreak Standard Version 6.5 - Manual (Page 32)

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These values are similar to Buy min and Buy max except they set the range for all sell
ranking periods to be tried. If Buy min = 2, Buy max = 50, Sell Delta = 1, Sell min = 2,
Sell max = 50 and Sell Delta = 1, FastBreak will loop through 2401 test cases (49X49).
As noted above, if “Set sell rank = buy rank” is checked, these three parameters are not
used and FastBreak will gray them out. Note: These ranking periods are “market days”
and not calendar days. You must understand the difference. This is the same method
used in FastTrack for ranking period. If you want to rank over the past month this
will be about 21 market days.
When using a “sell using slope strategy,” these parameters are used to determine the num-
ber of days over which the price data is curve fit. When using UPI or Sharpe Ratio rank-
ing, these values are the number of market days used to calculate either UPI or Sharpe
Ratio.
Min AT 1, Max AT 1, Delta AT1
Min AT 2, Max AT 2, Delta AT2
Note: These parameters are only visible if Buy and Sell using AccuTrack has been se-
lected. These parameters are very similar to the Buy and Sell parameters just discussed.
They are used to define the range of parameters when testing the AccuTrack trading strat-
egy. AT 1 refers to the AccuTrack 1 Short Parameter, smoothing factor and AT 2 refers
to the AccuTrack 2 Long Parameter, moving average. See the FastTrack manual for a
description of these values.
Min Long, Max Long, Delta
Min Short, Max Short, Delta
Note: These parameters are only visible if Long Gain*Short Gain, Long Rank*Short
Rank, or Short EMA/Long EMA is selected. These parameters are very similar to the
Buy and Sell parameters just discussed. They are used to define the range of parameters
when testing trading strategies that combine short and long term look-back periods.