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Enhancement Requests (Future)
Add user specified filters & backtest on OT/SW
Last Activity 12/24/2013 6:22 PM
2 replies, 589 viewings

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Jim Thorpe

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25
Posts: 36

Joined: 10/11/2012

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Subject : Add user specified filters & backtest on OT/SW
Posted : 10/25/2012 7:04 PM
Post #21633

I would like to have the ability to specify my own pre-filters to the existing strategies in OV. For example, maybe I have an indicator to determine the state of the market which can determine if I want to allow long or short trades for each symbol based upon the market state. I need the ability to apply the pre-filter to the existing OV strategies. AND, I also need the ability to backtest and/or run Strategy Wizard on the OV strategies with my own pre-filter applied. The backtesting/SW part would simply require being able to specify the OV strategies within Omni-Trader (without the internals displayed to keep the strategy itself a black box). Of course this would also require the new risk controls to be available in OT (which is already promised I believe). After I have determined the proper settings for the filter and it backtests well then I need to be able to apply it to the OV strategy in OV (this could possibly be done with the EliteTrader interface). Of course each user would have to have current OV membership to use the OV strategies within OT/SW.

Thank you,
Jim
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Jim Dean

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Posts: 1059

Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: Add user specified filters & backtest on OT/SW
Posted : 10/25/2012 7:15 PM
Post #21634 - In reply to #21633

That's a really excellent suggestion! OVest member licenses to access the OVest strats from within OT to tweak and hone them!

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