OmniTrader Forum : ATM : Deleting Thread Xsuite with ATM Micro Macro

Buffalo Bill

Legend

Posts: 539

Joined: 10/3/2006
Location: Stafford, VA

User Profile

Subject : RE: Xsuite with ATM Micro Macro
Posted : 3/17/2018 7:42 PM
Post #44315 - In reply to #44311

Another idea - use these OL systems into 2 confirm blocks in each strat. First one turn on the L&S Macro state you want to test, second the L&S Micro state. It will only fire when the Macro+Micro is in the correct state. You can test a bunch of strats at once for each of the 9 states then see which strats you like

**Make sure BOTH confirm blocks are set to ref SPY as the symbol.

For extra credit you can then run a couple more tests. Add a third confirm block, take out the SPY ref and set it to match the 1st block - so the SPY and current symbol are in the same Macro state. See if that helps. Add fourth block, take out SPY ref, to then have SPY Macro & Micro = Symbol Macro and Micro and see if that is better. Or maybe just symbol Micro = SPY Micro is best.

[Edited by Buffalo Bill on 3/17/2018 7:49 PM]

Attached file : sysMM Confirm.jpg (459KB - 405 downloads)

Attached file : sysMSMicroDefL.txt (0KB - 410 downloads)

Attached file : sysMSMicroBullL.txt (0KB - 379 downloads)

Attached file : sysMSMicroBearL.txt (0KB - 353 downloads)

Attached file : sysMSMacroDefL.txt (0KB - 345 downloads)

Attached file : sysMSMacroBullL.txt (0KB - 355 downloads)

Attached file : sysMSMacroBearL.txt (0KB - 349 downloads)

Attached file : sysMSMacroDefS.txt (0KB - 358 downloads)

Attached file : sysMSMacroBullS.txt (0KB - 356 downloads)

Attached file : sysMSMicroBearS.txt (0KB - 342 downloads)

Attached file : sysMSMicroBullS.txt (0KB - 352 downloads)

Attached file : sysMSMicroDefS.txt (0KB - 349 downloads)

Attached file : sysMSMacroBearS.txt (0KB - 362 downloads)