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191: Combining Algos using State-Based Market Design – Richard Metzger

Better System Trader

CHAPTER

Is ATR Versus Points a Good Algorithm?

I'll give you the high level view of what I'm trying to do with it is figure out a way to define the market so that, so that I can then take my algorithm, the performance report, and then apply that to the buckets. So if you define everything by ATR, as long as you can then still partition it into more equal states so that you have kind of a third to third or a quarter, quarter, quarter,. Or whatever your, your time friend is, then I don't see anything wrong with that. And in my opinion, it just increases the odds that the, the,the, we'll, we'll do well and be prepared for any market

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