OmniVest User Forums
OmniVest Pro Tools Beta
IMPORTANT ECA NEWS
11 replies, 1815 viewings
|
OmniVest User Forums
OmniVest Pro Tools Beta
IMPORTANT ECA NEWS
|
Last Activity 10/7/2016 12:00 PM 11 replies, 1815 viewings |
|
|
|
| Printer friendly version |
Ed Downs Elite    Posts: 645 Joined: 2/7/2007 Location: Austin, Texas  User Profile |
ECA says "Done" but Output does not match what was selected (for example, some lines could be omitted or no results are shown). We know why this is happening - the Calculation Server that calculates Evaluation Functions can get too busy at times. This makes sense with the number of users launching overnight jobs now. Today. When it happens, the current EF does not complete, which explains the "n/a" in the Output or "No Results" messages. The programmer is adding a "Retry" function so any queued job will continue to retry until it gets the value it was requesting. This is the main issue folks are encountering that we did not see before traffic increased to the current level. I will post the other issues I have received in this thread so everybody knows what we are working on. Once we correct this "load" issue the process should go smoothly. We are expecting this to take a day or so to resolve - I will post here when we have done that and ALSO on the Portfolio Wizard page itself. Thanks.. | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
We think we have fixed the load problem. Could you please try your runs this evening and email me if you see any issues? I appreciate it. I prefer email because many questions can be easily cleared up without creating long threads in the forum. Thanks.. email: ed@nirvsys.com 9/2/14 - This issue has been corrected; server load is much less now due to more efficient buffering. | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
Right now, settings from Portfolio Wizard are saved at the Account Level, which means if you click a Dynamic Portfolio from different accounts, you will see different Strategies, EFs and Dashboard Settings. The programmer is making a change to save these assets with each Dynamic Portfolio. Here is the thread I started on this: http://www.omnitrader.com/currentclients/omnivestforum/thread-view.asp?threadid=7316&posts=1 | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
I wanted to let you know we have released the first Alpha of Portfolio Balancer. It is linked just below Portfolio Wizard on the MyOmniVest page. Release notes are included on the page - make sure you read them. Our team members have been putting the algorithm through its paces with good results - I expect Mark to post in the forum soon as to what he has discovered. This is an early alpha - you can't trade with it yet but you can see the effect of switching between portfolios dynamically. We are working as fast as we can to make it "trade worthy" so all Pro Tool owners can use it to balance their live accounts. Stay tuned for more news... | ||
| gbarber Veteran Posts: 282 Joined: 12/30/2012 Location: Pearland, TX User Profile |
Incidentally, I am getting very good performance from PW. About a 2.8% gain in 3 weeks of live trading. I just did the standard process of finding a good set of strategies in strat lab, fed them to PW with all of the standard EVs to calculate and it came back with a full set of portfolios to choose from all with CAR above 30% and CALMAR in a range from about 10 to 28. I picked the best one and then just let it run. | ||
| kmcintyre Elite Posts: 890 Joined: 10/11/2012 Location: Portland, OR User Profile |
It's margin calls for me... But ditto on the URL issue. | ||
| Sean Cornell Member Posts: 42 Joined: 10/11/2012 User Profile |
| ||
| Sean Cornell Member Posts: 42 Joined: 10/11/2012 User Profile |
what is your process for finding good stategies in strat lab? what account settings are you using? date range? | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
9/13/14 - I removed some of the posts on the same issue (Portfolio Balancer not visible) to clean up this thread. | ||
| gbarber Veteran Posts: 282 Joined: 12/30/2012 Location: Pearland, TX User Profile |
It is in a thread called 'portfolio wizard first impressions' in the following link http://www.omnitrader.com/currentclients/omnivestforum/thread-view.asp?threadid=7286&posts=24 | ||
| Ed Downs Elite Posts: 645 Joined: 2/7/2007 Location: Austin, Texas User Profile |
We have been working on Portfolio Wizard to make it possible to edit and change/save Portfolios from a prior run. When you click any Saved Dynamic Portfolio, you will see the definition that was saved for it, including Dashboard, Settings, and the Evaluation Function that was chosen. On the OUTPUT page, you will see 2 tables - the top one shows the saved statistics and evaluation function. Here is where the enhancement comes in... Below the one-line table with the definition is another table, that will contain the results of any NEW runs you do. So, you can click an existing Dynamic Portfolio, change things up (including adding more EFs, Strategies, etc.) and re-run it. You can conveniently compare the new results with the old ones. IF YOU LIKE WHAT YOU SEE you can click SAVE and the new definition will overwrite the old one. A few caveats - If you are in Portfolio Wizard and start changing stuff, you won't see your original definition unless you close it and click the Dynamic Portfolio again. Just like clicking a regular Portfolio, any changes you make are NOT saved unless you click SAVE or SAVE AS. DISPLAY ISSUES ALSO FIXED: The Strategies shown on the PW Output page were coming from the last run of PW, not necessarily the ones that were selected for the Portfolio you clicked. So while it was working properly under the covers (and switching properly) you couldn't see which Strategies it was using. Now, the Strategies you see are the ones that are being used, including switch points. | ||
| gbarber Veteran Posts: 282 Joined: 12/30/2012 Location: Pearland, TX User Profile |
|
|
|
|
|
Administrator
Forum Moderator |
Registered User
Unregistered User |
 E-Mail this thread to a friend(un)/Freeze thread | |
Toggle e-mail notification |
