OmniTrader Forum - OmniTrader 2018 General Discussion
PortSim Trade Selection

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Vinay

Posts: 504

Joined: 12/9/2011
Location: Planet Earth

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Subject : PortSim Trade Selection
Posted : 11/29/2017 10:10 AM
Post #42709

Does the "Trade Selection" options in Portfolio Simulation Settings has any role to play if we use ATS?

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Barry Cohen

Posts: 5495

Joined: 1/19/2004

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Subject : RE: PortSim Trade Selection
Posted : 11/29/2017 2:12 PM
Post #42717 - In reply to #42709

The ATS ranking will override the old Port Sim ranking from the Trade Selection settings. If no ATS ranking is set up, the Port Sim Trade Selection will be used. Good question, Vinay. I'll make a note to have that added to the help file.
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Steve Luerman

Posts: 232

Joined: 8/19/2005
Location: Boulder, CO

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Subject : RE: PortSim Trade Selection
Posted : 12/2/2017 6:36 PM
Post #42756 - In reply to #42717

Hmmm. Even if I have an ATS ranking (for example, Reversal), changing the Trade Selection setting (for example change from Symbols Ascending to Symbols Descending - or probably any other change) causes the equity curve and stats to change a little - a couple more or less trades. So, it still has some effect.


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