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ATM: All The Details Of My Methods
Last Activity 4/15/2019 7:43 PM
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Mark Holstius

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Posts: 744

Joined: 10/11/2012
Location: Sleepy Hollow, IL

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Subject : ATM: All The Details Of My Methods
Posted : 2/2/2018 4:44 PM
Post #37018

As you know from my postings and the Bash, I’ve been enthusiastic about Omnivest ever since Nirvana introduced it.

The software is amazing!

I know there are little things everyone would like to see tweaked - but as we say: “step back and squint” for a while…

It runs on Nirvana’s servers and reliably trades using a specific set of rules, not my feelings.

It lets me test and refine conditions that generate statistically successful trades over a number of years and market cycles - and then automatically does the trading for me.


Using my “Follow the Money” portfolio as an example; over the past 8 trading days it automatically;

1) Opened and Closed 13 trades
2) Is monitoring the progress of 37 trades currently open
3) Opened an additional 16 trades this morning
4) Closed 13 trades this morning

All that while eliminating the most dangerous part of my trading: feelings and discretion - the part of me that’s perfected buying high and selling low over the years.

I point out all this because I’m even more enthusiastic about the new ATM system after testing it for the past 2 weeks.


I’ll admit I was a bit skeptical at first, thinking it might just be a refined method to curve fit the data.

It’s proven to be MUCH more than that!

It doesn’t just help us construct nice looking equity curves by changing various settings…

It allows us to see the what, when, and why of those changes.

That’s a HUGE difference - and unique among the trading software that’s on the market.


And no, I’m not on the sales staff at Nirvana - I’m just an OCD guy when it comes to numbers and charts, and I appreciate what ATM does.


Enough of my rambling and on to the reason for this post…

As we all know, it takes a lot of work and testing to develop successful trading systems.

While Nirvana’s given us an amazing set of tools and basic setups for using them, refining everything simply takes time and effort - and everyone doesn’t share my interest in doing all that.

In addition, I share the frustration that comes when reading posts that show great equity curves with no explanations or details.

So - if you’ve purchased ATM, or are thinking about it, what follows are all the details of what I’ve found to work in the past few weeks to improve my results with ATM.

1) Stock Lists

A) To obtain my smaller list containing 300 stocks;


Either set up Omniscan in OT as follows;




Or simply download the attached file “300 High Money Flow Stocks.csv” and import it into your profile.


B) To obtain my really large list for extensive testing (3,779 stocks);

Either set up Omniscan in OT as follows;




Or simply download the attached file “3779 Optionable Stocks.csv” and import it into your profile.

FWIW: if you run the To Do List in OT using this large list along with the strategies I use, expect it to take some time (hours?) to complete.


2) Strategies

I’ve developed a method for choosing strategies based on performance that’s extremely labor intensive at this point.

I’ve shared the process with Ed - and Nirvana may automate some or all of it - but for now I’ll simply share the strategies that I currently use in my methods;





3) Methods

Market States:

Raging Bull: VTY_PRICE(30,10) < .007 (same as Nirvana Universal)
Bear Market: C < SMA(100) OR C < SMA(200) (added “C < SMA(100) OR” to Nirvana Universal)
Default: Nothing (same as Nirvana Universal)

Filtering:
None

Trade Ranking:
VTY_PRICE(10,5), Descending for all 3 market states both Long and Short, with Default Weight of 100

Allocation:
4 Long Trades Allowed
4 Short Trades Allowed
4% Of Equity


I believe I’ve made progress in the 2 weeks ATM has been out, but it has a LOT of capabilities I haven’t even touched yet.

I haven’t used ANY of the optimization possibilities, filtering, or added more market states.

My settings are simply based on reasonable expectations for what I think should work, and not tweaked to produce an optimal curve.

I hope that exposing / sharing all this will give us a “baseline” to work from, raise the confidence level for anyone vacillating about buying or experimenting with ATM, and stimulate a spirit of collaboration.

If you find something that improves the results, please share it with us.

ATM is a truly amazing tool… I hope we can work together to maximize its potential.

Mark

P.S. The next post steps through the range of results I’ve obtained. You should be able to duplicate those results by using these settings.



[Edited by Mark Holstius on 2/2/2018 5:17 PM]

Attached file : 00 Medium Omniscan.jpg (64KB - 5340 downloads)
Attached file : 01 Extensive Omniscan.jpg (131KB - 1683 downloads)
Attached file : 300 High Money Flow Stocks.csv (1KB - 216 downloads)
Attached file : 3779 Optionable Stocks.csv (20KB - 192 downloads)
Attached file : 02 Method Strategies.jpg (90KB - 1693 downloads)

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Mark Holstius

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Posts: 744

Joined: 10/11/2012
Location: Sleepy Hollow, IL

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Subject : RE: ATM: All The Details Of My Methods
Posted : 2/2/2018 4:47 PM
Post #37019 - In reply to #37018

Results using the list of 300 stocks in IRA and Margin accounts with various settings from 1/1/2002 to 1/25/2018;

IRA: 1X, Long Only, 4% Of Equity, 4 Long Trades Allowed;




IRA: 1X, Long Only, 10% Of Equity, 4 Long Trades Allowed;




Margin: 2X, Long Only, 4% Of Equity, 4 Long Trades Allowed;




Margin: 2X, Long Only, 10% Of Equity, 4 Long Trades Allowed;




Margin: 2X, Long & Short, 4% Of Equity, 4 Long & 4 Short Trades Allowed;




Margin: 2X, Long & Short, 10% Of Equity, 4 Long & 4 Short Trades Allowed;





I'll try to put up a similar group of results using the larger list tomorrow.

Hope this helps,

Mark


[Edited by Mark Holstius on 2/2/2018 5:05 PM]

Attached file : 00 IRA 4.jpg (540KB - 1767 downloads)
Attached file : 01 IRA 10.jpg (584KB - 1665 downloads)
Attached file : 02 margin long 4.jpg (535KB - 1711 downloads)
Attached file : 03 margin long 10.jpg (548KB - 1630 downloads)
Attached file : 04 margin long and short 4.jpg (552KB - 1683 downloads)
Attached file : 05 margin long and short 10.jpg (559KB - 1740 downloads)

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Mark Holstius

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Posts: 744

Joined: 10/11/2012
Location: Sleepy Hollow, IL

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Subject : RE: ATM: All The Details Of My Methods
Posted : 2/3/2018 10:23 AM
Post #37020 - In reply to #37019

Results using the list of 3,779 stocks in IRA and Margin accounts with various settings from 1/1/2002 to 1/25/2018.

IRA: 1X, Long Only, 4% Of Equity, 4 Long Trades Allowed;





IRA: 1X, Long Only, 10% Of Equity, 4 Long Trades Allowed;




Margin: 2X, Long Only, 4% Of Equity, 4 Long Trades Allowed;




Margin: 2X, Long Only, 10% Of Equity, 4 Long Trades Allowed;




Margin: 2X, Long & Short, 4% Of Equity, 4 Long & 4 Short Trades Allowed;





Margin: 2X, Long & Short, 10% Of Equity, 4 Long & 4 Short Trades Allowed;





I'll post my observations on these results when I have some more time...

I look forward to any comments or suggestions - especially if you choose to duplicate this portfolio and ATM settings to do some of your own research.

Mark


[Edited by Mark Holstius on 2/3/2018 10:35 AM]

Attached file : 00 Big List IRA 4.jpg (661KB - 1544 downloads)
Attached file : 01 Big List IRA 10.jpg (645KB - 1519 downloads)
Attached file : 02 Big List margin long 4.jpg (638KB - 1538 downloads)
Attached file : 04 Big List margin long and short 4.jpg (644KB - 1488 downloads)
Attached file : 05 Big List margin long and short 10.jpg (703KB - 1529 downloads)
Attached file : 03 Big List margin long 10.jpg (718KB - 1508 downloads)

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Mark Holstius

Elite
50010010025
Posts: 744

Joined: 10/11/2012
Location: Sleepy Hollow, IL

User Profile
 
Subject : RE: ATM: All The Details Of My Methods
Posted : 2/3/2018 11:07 AM
Post #37021 - In reply to #37020

If you're interested, and you want to compare the results using the 2 lists, it's a bit easier when they're side-by-side vs scrolling up & down in a thread.

Should you want to do that, I've put them side-by-side in the attached file you can download.

It's too wide to put in the post, but I find it interesting and will add some more comments here when I have time.

Mark
Attached file : 300 and 3779 side by side 5.jpg (2572KB - 352 downloads)

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Jeff Mishlove

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Joined: 10/11/2012
Location: Las Vegas, NV

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Subject : RE: ATM: All The Details Of My Methods
Posted : 2/19/2018 9:53 PM
Post #37067 - In reply to #37021

Mark, I have been endeavoring to replicate your results for much of the weekend. But, because I am rather rusty with regard to OT, I've been having a lot of trouble. It seems that part of the problem has to do with the ATM Profile. I think that by adding in a new focus list and also changing strategies, I inadvertently modified the profile (or perhaps created a different one -- I'm not quite sure). But, as a result, the various strategy selections have disappeared from the original Ultimate method and ATM-ARM methods. And, on top of that, the results I get when attempting to replicate your work, are vastly different from what you have reported. At this point, my best guess is that I need to restore the original profiles. I wonder how you have handled this issue (or am I completely off-base here?).

Jeff

[Edited by Jeff Mishlove on 2/19/2018 9:55 PM]

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Mark Holstius

Elite
50010010025
Posts: 744

Joined: 10/11/2012
Location: Sleepy Hollow, IL

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Subject : RE: ATM: All The Details Of My Methods
Posted : 2/20/2018 10:14 AM
Post #37069 - In reply to #37067

Good morning Jeff,

I understand your frustration. I’ve had some unexpected outcomes during my recent testing too.

It’s never been a problem with ATM or the capabilities it gives us - it’s that at the moment there’s a problem with ATM saving the details of the ATM profiles after making changes to them.

I’ve found that I need to cross check all the details whenever I change something or use a different OT or ATM profile.

Now when I make any changes, I open the ATM profile, check everything, save it, then open it & recheck it again.

It sometimes doesn’t save an allocation or # of Longs / Shorts correctly - so I correct those details and save it again.

I know the developers are working overtime to get everything locked down, so I expect this problem to be short lived.

That said, I continue to find more ways that ATM can improve results and allow us to confirm or verify things that were simply too complex to rigorously test in the past.

I plan to post more about my findings in the near future - every day brings some new discovery.

I wouldn’t worry too much about replicating the details I posted 2 weeks ago. They’re accurate and can be duplicated, but in the intervening 2 weeks things have gotten even better.

I’ve found that we can improve results using different ways to take advantage of the capabilities built into ATM.

I certainly don't have the corner on creative ideas in this extremely talented group of traders, so I'm looking forward to the discoveries that are certain to come using ATM.

It’s an amazing piece of software…


Mark

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Looking for Profit

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Joined: 4/2/2013
Location: Mpls, MN

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Subject : RE: ATM: All The Details Of My Methods
Posted : 2/20/2018 2:46 PM
Post #37070 - In reply to #37021

Mark,
Thanks for your time and attention to these matters. I'd like to know if ANYONE out there has put this into concrete trades and has actual equity curves to share. It's one thing to show hypotheticals and quite another to show actual.
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