ATM4 allows for multiple dynamic OmniScans, and I assume uses the historical OmniScan results for backtesting.

-Yes

My previous understanding was that dynamic OmniScans did not work in PortSim, StrategyWizard, or Lab Mode.

-IDK either way but I'm guessing you're right

If I wanted PortSim results that reflected the OmniScan Criteria RUles, I needed to code the Criteria Rules into my System or Strategy.

Ditto for StrategyWizard.

-Port Sim (PS): **IF** your ATM method in use specifies certain strats tied to certain OS lists then PS **WILL** reflect what you want. If your ATM method is just Fixed$ with no other criteria (multiple market states tied to certain OS lists and strats) for example then maybe not.

-For Strat Wiz (SW) what I do is ONLY have the Dyn OS list in the FL and strat I want to test against loaded so I know it's testing against what I want. I use either a simple no Mkt State (MS) ATM method like Fixed$ or use Perf Rpt for my SW results. If the list is set tp dynamic it will work and test against the dynamic results day by day. It takes MUCH longer for each run BTW.

Can I now count on PortSim only trading symbols that exist in the Dynamic OmniScan Custom List on a specific date?

-YES

If I run Lab Mode, will I only be shown symbols in my watchlist that pass the OmniScan Criteria Rules for the date shown?

-IDK never used Lab mode ever in 15 yrs of OT use! Sorry!

Will StrategyWizard only trade symbols that the dynamic OmniScan servs up on each backtest date?

-If you set it up so the OS list you want it tested against is the one selected in your FL - those symbols are the ones you see - then YES

Do I need to use ATM4 with one market state, running one Strategy, to have PortSim results reflect only trades that passed the dynamic OmniScan Criteria on each backtest date?

-NO, but doing that gives you a pure look at that strat(s) using that OS in each MS it's selected and how the trade ranking is working. It is not affected by trades in other MS that take up $$, etc. Then making adjustments to any of these factors is also better represented. You can duplicate this in any ATM method even if it has multiple OS, multiple MS, etc by zeroing out the allocations in the MSs you don't want to look at. This is also the best way to use any ATM optimization

-Now Perf reports are different. I am pretty sure the ATM method has NO IMPACT beyond $ allocation so it won't differentiate for market states, etc, in the results. The MS or MSs selected I don't believe have bearing on Perf rpts so they don't matter. If you use trade ranking in your MS which could limit trades taken the perf report doesn't seem to use that. I see many many more trades taken in a perf rpt than in a PS run for that and other reasons. Now in the To Do is you select to run it against only one of the OS lists then it will only be that list, dynamically scanned, so it has value