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mholstius

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Subject : RE: Using ATM to Improve ATM
Posted : 8/18/2018 8:50 AM
Post #45232 - In reply to #45228

Good morning Steve…

Thanks for your suggestion of an easier way to cycle thru the various strategies to get the trades data.
I’d forgotten about using the Simulation Settings to pick the strategy being used - and that can be a big time saver (I need to do a couple hundred runs for my project).

On the serendipity side, I started using your method this morning - and it helped me find a good way to illustrate and document a small discrepancy in the trades exported when using concurrent states that I’ll be sending to Barry.

Since Nirvana can’t address anything until Monday, please make the following adjustment to your method to be sure you’re getting accurate trade data;

Rather than just setting the Default Fixed Trade Size to zero, also set the Symbols tab so that the Market State you don’t want to trade has no symbols in it…



In my testing this morning, I found that this will avoid the discrepancy I’ll be documenting for Nirvana.


Thanks for your input - we’ll move the ball forward faster working together.

Mark


[Edited by mholstius on 8/18/2018 8:51 AM]

Attached file : symbols to zero.png (74KB - 832 downloads)

Deleting message 45232 : RE: Using ATM to Improve ATM


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