EdgeWare FastBreak Standard Version 6.2 - Manual (Page 29)

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These three parameters define all the test cases that FastBreak will evaluate as buy rank-
ing periods. The units are market days. For example, if Buy min = 2 , Buy max = 50,
and Buy Delta = 1, FastBreak will loop through all ranking periods between 2 days and
50 days or 49 test cases. Setting Buy Delta = 3, FastBreak will increment the test cases
by 3 days, i.e., 2, 5, 8 ... days and this can greatly reduce the run time. If Buy min and
Buy max are set to the same value all test cases will be evaluated using that value. Note:
These ranking periods are “market days” and not calendar days. You must under-
stand 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 “buy using slope strategy,” these parameters are used to determine the
number of days over which the price data is curve fit. When using UPI or Sharpe Ratio
ranking, these values are the number of market days used to calculate either UPI or
Sharpe Ratio.
Sell min, Sell max, and Sell Delta
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