OmniVest Forum OmniVest Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


  Current location        Thread information  
OmniVest User Forums
General Discussion Topics
Advisor Rating
Last Activity 4/15/2019 7:43 PM
6 replies, 737 viewings

Jump to page : 1
Now viewing page 1 [25 messages per page]
 
back
Printer friendly version

^ Top
xander

New User

Posts: 3

Joined: 2/3/2018

User Profile
 
Subject : Advisor Rating
Posted : 2/18/2018 5:13 AM
Post #37056

Hello All,
First post here... Looking at Ed's webinar about ATM.. and playing with that in OT, I have a few questions

1. Can someone provide the settings (lists, systems enabled, filters etc) that resulted in the equity curve Ed and Jeff display. I simply didn't come close, using the Out of the Box ATM settings of ATM ARM5

2. Can someone explain how do I use Advisor Rating as a filter/ranker? I could not locate the variable in the library that allows to write the Omnilanguage script

This looks very promising, but would require a lot of research... Happy to share findings when I discover any...

Thanx
X
^ Top
Tom Helget

Member
25
Posts: 42

Joined: 10/11/2012
Location: Baldwinsville, NY

User Profile
 
Subject : RE: Advisor Rating
Posted : 2/18/2018 1:24 PM
Post #37057 - In reply to #37056

xander:

Although I can't explain why your Equity Curve doesn't match Ed's I can tell you that the Advisor Rating is only used in the % of Equity Method and not in the particular ATM Method you are employing. In the ATM Method stocks are chosen to be traded according to their Rankers which depend on the Ranker Indicator chosen and it's respective Weight.

I hope that helps!

Tom Helget
^ Top
xander

New User

Posts: 3

Joined: 2/3/2018

User Profile
 
Subject : RE: Advisor Rating
Posted : 2/18/2018 3:22 PM
Post #37059 - In reply to #37057

Thanx Tom,
Those were 2 unrelated questions.

#1 - I believe what I am missing is the list of stocks used for running the backtest. As I mentioned, it is Out of the Box application... so one would think, if dates etc match, the only difference would be

a. The symbol list universe is different
b. The settings used for the webinar display have not been fully disclosed.

Hope someone can enlighten here

Thanx
X
^ Top
Steve Mayo

Legend
100100100100
Posts: 414

Joined: 10/11/2012
Location: Austin, TX

User Profile
 
Subject : RE: Advisor Rating
Posted : 2/18/2018 4:21 PM
Post #37060 - In reply to #37059

I think the symbol list is S&P100 -- that's what is typically used by Nirvana.

I started with a beta so I'm not sure what's in the final product, but I know you have to own all the plugins that were used to get the same result.
^ Top
Tom Helget

Member
25
Posts: 42

Joined: 10/11/2012
Location: Baldwinsville, NY

User Profile
 
Subject : RE: Advisor Rating
Posted : 2/18/2018 4:38 PM
Post #37061 - In reply to #37060

Steve:

Sorry to contradict you but for the original ATM there were 186 symbols in the Focus List and so most likely the starting stock universe was both the S&P 100 and the NASDAQ 100.

Tom Helget
^ Top
Steve Mayo

Legend
100100100100
Posts: 414

Joined: 10/11/2012
Location: Austin, TX

User Profile
 
Subject : RE: Advisor Rating
Posted : 2/18/2018 7:41 PM
Post #37063 - In reply to #37061

Ahh. I've been using it since it was in beta, so I haven't actually seen what was shipped in the final. That's what I get for guessing.
^ Top
Mark Holstius

Elite
50010010025
Posts: 744

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

User Profile
 
Subject : RE: Advisor Rating
Posted : 2/18/2018 7:42 PM
Post #37064 - In reply to #37061

In case it helps, I've attached the original Nirvana 186 stock list as a csv file you can import into OT.

They may have changed it, but I doubt it...???

Mark
Attached file : Nirvana ATM Stocks.csv (0KB - 136 downloads)

Jump to page : 1
Now viewing page 1 [25 messages per page]
back

Legend    Action      Notification  
Administrator
Forum Moderator
Registered User
Unregistered User
E-Mail this thread to a friend
(un)/Freeze thread |
Toggle e-mail notification


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.