Beta Forums
OmniVest Beta News
Week of 10/22/2012
5 replies, 1603 viewings
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Beta Forums
OmniVest Beta News
Week of 10/22/2012
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Last Activity 1/9/2015 3:09 AM 5 replies, 1603 viewings |
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Ed Downs Elite    Posts: 645 Joined: 2/7/2007 Location: Austin, Texas  User Profile |
1. We added the very important Account Setting for Maximum % of Average Daily Volume. Setting this to a reasonable number inhibits the program from trading the equity curve on less liquid stocks when the account reaches very large values (like $50 Million and more.) I have my max trade set to 0.1% of Average Volume, but you can use any value you think is reasonable. If a given trade is over this amount, it will not be taken (i.e., the program doesn't take a partial trade). Some good enhancements were requested to account for "slippage" on large orders relative to liquidity of the market. This will be on the survey. 2. Most of the focus last week was on the Trade Processor and the server processes driving it. 3. Our developers are still working to complete the Trade Tracking feature described in my video last week, whereby users can indicate which trades they are taking on the web site. The Trade Processor already has the equivalent of this feature implemented. This week: A. We are working on a server change to establish Order Fill Confirmation after the Open, so Opening Orders become Positions shortly afterwards (more like you would see in real time). B. Continuing to test the Trade Processor for Alpha Release. C. Completing the Feature Survey for user feedback. I will provide a broader update tomorrow. | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
Busy day today. Didn't get a change to make a video update but I did want to share a significant improvement. The attached image shows the Settings interface with both the Liquidity Test (% of Average Daily Volume) and Multiple Strategy Test, which is used to limit the # of Strategies that can trade a single Symbol. We also tested the Trade Processor again today. Hopefully we can build an installation and post Alpha 1 tomorrow. The team is working hard to make it happen. Several posts were made about partial trades. These posts were moved to the Enhancements Forum.  Attached file : controls.jpg (90KB - 892 downloads) | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
Trade Processor: We have been testing the Trade Processor every day - the biggest problem in testing the Trade Processor is Opening Bell Behavior. We have tested it a great deal on real time trades, but we only get one Market Open event per day. This has made getting through the final issues time-consuming. Thanks for your patience. We're getting there. | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
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| Jim Dean Elite  Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA User Profile |
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| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
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