EdgeWare FastBreak Standard Version 6.2 - Manual (Page 37)

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change. When the Index moves above the EMA, the ranking parameters will change
back to the specified long values.
Adjustments can be applied to the ranking strategy
first parameter, the ranking strategy second parameter, and the Top% value. Adjustment
factors can be greater than 1.0 This will result in increasing the ranking parameters and
Top% when the specified index falls below the specified EMA. Note: We use the term
Strategy Parm1 and Strategy Parm2 to reference the parameters in the momentum
strategy. For example, with simple ranking this will be the number of days used in buy
and sell ranking. However, for strategies like GAM, Parm1 will refer to the buy and
sell period and Parm2 refers to the EMA value. We recommend you only use the Ad-
justment option with simple buy and sell momentum strategies, i.e., simple rank, UPI,
Sharpe Ratio, and slope ranking. The use of this option with AccuTrack ranking will
produce meaningless results.
Summary of Option Combinations
The following table summarizes which options (POP, BOOM, and BOSS) are available
with which ranking strategies. For example, all three are available for simple ranking.
Note: BOSS is a stop option that will be covered in the Stop section of the manual.
Strategy POP BOOM BOSS
Buy & Sell Rank X X X
Buy Rank & Sell Slope X
Buy Slope & Sell Rank X
Buy & Sell Slope X
AccuTrack
Long Gain x Short Gain
X
Long Rank x Short Rank X
UPI X X
Short EMA/Long EMA X
GAM X
MAM X X
Alpha X X
Sharp Ratio X X