Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | I agree that this appears to be a bug ... your doc's really illustrate it well. There has always been ambiguity/confusion regarding Tolerance inputs since the labels are too terse. The help info doesn't help (me) much since it offers no explanation of how "before" and "after" differ: Confirmation Tolerance—Specifies the number of bars that OmniTrader will look back in order to accept a signal to be used for confirmation purposes. This refers to the signals generated by the Confirmation block as well as any signals passed to the block from a Secondary Signal Line (see Primary and Secondary Signal Lines). Here is my understanding of what the two Tolerance inputs mean ... Barry, if this is not right, please correct me on this: 1. "Before Signal" means if the CONFIRM system(s) signal occurs BEFORE the actual VOTED system(s) signal, then still "counts" as confirmation as long as the voted-systems signal is no more than this many bars after the confirm-systems signal. IN THIS CASE, the trade would enter when the VOTED systems signal hits. 2. "After Signal" means if the CONFIRM system(s) signal occurs AFTER the actual VOTED system(s) signal, then the voted-systems signal still "counts" as long as the confirm-systems signal is no more than this many bars after the voted-systems signal. IN THIS CASE, the trade would enter when the CONFIRM systems signal hits. The bug here is that #2 should apply (confirm sig is within 5 bars after the vote sig) ... but the ENTRY should be on the CONFIRM-sig bar, not on the voted-sig bar. As Vinay suggested ... the way it's working now is "crystal-ball cheating". At least, that's how I understand it. [Edited by Jim Dean on 9/19/2014 10:10 AM] | |
