OmniVest User Forums
User-Created Portfolios
List of Strategies
36 replies, 3623 viewings
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OmniVest User Forums
User-Created Portfolios
List of Strategies
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Last Activity 7/22/2015 8:11 AM 36 replies, 3623 viewings |
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Mark Holstius Elite    Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL  User Profile |
Not sure why, but I had to let Excel repair that file...??? Should be fun to see what these do for performance. Mark | ||
| Marc B New User Posts: 2 Joined: 3/7/2013 Location: London, UK User Profile |
"Excel completed file level validation and repair. Some parts of this workbook may have been repaired or discarded." | ||
| Jim Dean Elite  Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA User Profile |
Question re trending strats - is the same Strat logic used for each of the separate groups? Have the Strat params been "tuned" separately for the separate groups? How many symbols are used for each group? The whole MG list, or culled by liquidity, etc? Thanks - this looks like a good addition to the mix. [Edited by Jim Dean on 3/8/2013 1:12 PM] | ||
| Angela Duran Veteran Posts: 168 Joined: 10/11/2012 Location: Nirvana Systems User Profile |
The same strategy was applied to each list. Each list is a subset of the group. I'll compile the lists for each strategy to post to the site when I have a chance. It won't be today. | ||
| keith Member Posts: 23 Joined: 10/11/2012 Location: anaheim hills, ca User Profile |
keith | ||
| Bob123 Veteran Posts: 121 Joined: 10/11/2012 Location: North Andover, MA User Profile |
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| Jim Dean Elite Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA User Profile |
It's sort of difficult to say much specifically re the strats since we know very few details. For Trending strats of any sort, FILTERS are the key IMHO. Quite a while back I offered to share a nine-market-state indicator for Nirvana to incorporate for such purposes - never heard anything back about it though. I've requested that OVest allow us to define filters for each of the canned strats, but I sort of doubt that will happen. Also, as for all types of strats, I believe that the sophistication of exit logic has a greater impact on Strat performance than the entry logic. That's why I've asked for lots of different exit options to be made avail. Again, I sort of doubt that will happen. As I see it, OmniVest strategies are intended more or less to be "take it or leave it" - and that the users are to put portfolios together based on empirical fiddling around with equity curves rather than careful thought based in understanding the details of the strategies themselves. And, although that's not my normal way of thinking, I am nonetheless drawn to the concept - rather than being like a chess game, it's sort of like one of those 2000-piece jigsaw puzzles. In my opinion, the thing that will make OmniVest "work" along those lines is unrelated to the specifics of the strategies - it all hangs on the sophistication and versatility of the risk control and money management options provided. Still a long way to go in in that department, but I'm looking forward to when they have time to really concentrate more on it. Hopefully, part of that MMgmt suite will include the ability for the user to draw on the nime Market State model, and direct which strategies can be applied as a function of market state. I hope this long rambling story helps somehow. | ||
| Bob123 Veteran Posts: 121 Joined: 10/11/2012 Location: North Andover, MA User Profile |
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| Jim Dean Elite Posts: 1059 Joined: 10/11/2012 Location: L'ville, GA User Profile |
http://www.omnitrader.com/currentclients/omnivestforum/thread-view.asp?threadid=4059 | ||
| Ger Regular Posts: 62 Joined: 10/11/2012 Location: Austin, TX User Profile |
I've said this in the past that OV really needs both a start date AND an end date capability in the simulation mode. I believe this would allow some capability to forward test the portfolio. Thoughts? Gerry [Edited by Ger on 3/12/2013 5:11 PM] | ||
| Bob V Regular Posts: 61 Joined: 10/11/2012 Location: Innsbrook, MO. User Profile |
This would help tremendously to select strategies during different phases of the market. I have been trying to do this for multiple strategies looking at the monthly returns, but it's very time consuming. | ||
| Eric Severance Member Posts: 23 Joined: 10/11/2012 Location: Incline Viallge, NV User Profile |
Thanks Eric Severance |
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