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kmcintyre

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Posts: 410

Joined: 8/30/2007
Location: Valley Center, CA

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Subject : RE: Dynamic OmniScans and PortSim, StrategyWizard,
Posted : 5/24/2021 9:32 PM
Post #48165 - In reply to #48161

Well, now I am confused (again)...

This morning I was certain I had had a senior moment and confused pre-Dynamic OmniScans with post Dynamic Scans.

For sure, in the old days, OmniScans only worked at the HRE. If I wanted to backtest I had to code the Criteria in my OLangfor the Strategy.

But it only made sense that Dynamic scans had remedied this...

But being hesitant to assume things...
I
I created a test Profile. I added one OmniScan custom list. It used the DJ-30 as the universe, included one technical criteria (c[1] > 0), and returned the top 5 symbols based on (C - C[1]) / C]1] * 100.00.

The Focus List displays 5 symbols. Useing View | Dynamic Scan Symbols I see five symbols for each day. I also see different symbols for most days.

So far so good.

I created a Strategy that contains one System. The System logs the Date, Symbol, and Close to a .txt log file for each time my strategy is allowed to run.

The log file shows all 30 DJ30 symbols being evaluated on each daily bar.

I would expect that only the 5 symbols shown in the Focus list, and by View | Dynamic Scan Symbols, would be processed by my Strategy on any given day.

Barry, are you out there?

Is there some other mechanism that blocks long and short entry signals for symbols not in my Dynamic Scan?


Deleting message 48165 : RE: Dynamic OmniScans and PortSim, StrategyWizard,


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