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Vinay

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Joined: 12/9/2011
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Subject : RE: "Use DSS Results" has no effect in PortSim
Posted : 2/27/2014 4:45 AM
Post #31039 - In reply to #27869

Originally written by Steve Luerman on 2/7/2013 3:04 AM

The profile I ran, has MANY trades being passed to PortSim. It is almost always fully allocated, so many trades are NOT being taken. You would expect that the DSS sort order would matter. But as I explained above, it had no effect. I'm a little disappointed. I think it would be useful to have the DSS sort order be one of the TradeSelection criteria. But I can probably accomplish that by limiting the number of signals (using DSS part 2) that get passed to PortSim.


I also had the same assumption and was initially confused till I came across this post. I also feel that Nirvana should provide DSS sort order as one of the Trade Selection criteria. Naturally when we have lots of signals then we tend to take only the best. So it makes lots of sense to give this option and it will make this feature very powerful.

P.S. Thanks Steve for very detailed write up on this issue. It has cleared many doubts relating to DSS which I had earlier.


[Edited by Vinay on 2/27/2014 5:32 AM]

Deleting message 31039 : RE: "Use DSS Results" has no effect in PortSim


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