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Contrasting signals in different profiles
Last Activity 11/28/2017 3:25 PM
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Barry Cohen

Posts: 5548

Joined: 1/19/2004

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Subject : Contrasting signals in different profiles
Posted : 6/4/2004 3:18 PM
Post #3176

Q: I have the same symbol in 2 different focus lists, why are the signals inconsistent between them?


There are many settings that can be different between focus lists & one variance is all that is required to get completely contrasting results. Here are some basic settings to check in each profile:

1. Strategies applied. Do you have the same strategies applied to both profiles?
2. Timeframes enabled. Check Edit/Data Periods, the amount of data can have an affect.
3. Backtest Period. The same amount of bars need to be set in the ToDo list/Test Settings. Also the hash mark line in the chart forming a rectangle around your backtest period needs to have the same begin & end dates. See #4.
4. Optimization Boundaries.

Try creating a new focus list by clicking File/New & don't change any of the default settings & just add the one stock to the list. Then do the same thing with another new focus list. This should produce the same results.

Furthermore, if you're trying to get the same results between 2 different computers or 2 different versions of OmniTrader, there are other things to consider as well:

4. Version of program should be identical. Check Help/About. OT2007 may not have matching results with OT2006 and pre-release 5D may not match with Release 2.
5. Data. You would want to be using the same data feed and have the same updated data on both. For example, eSignal may have slight differences in data than TC2000. Also one pc may have more updated TC2000 data then another pc with TC2000. Differences in data can easily change analysis results.
6. Holidays or exchange sessions could be different. Both are contained in the exchangeinfo.otd file located in the C:\Program Files\Nirvana\data folder. You could try copying this file from one machine to another or check the holidays (Edit/Holiday Information) & exchange sessions (Edit/Exchange Information) manually./blue]

[Edited by Barry Cohen on 11/22/2006 11:23 AM]

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