OmniTrader Forum - ATM
No ATM Universal Trades in 2017
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Diamondjag

Posts: 270

Joined: 11/25/2006
Location: Brighton, Co.

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Subject : No ATM Universal Trades in 2017
Posted : 10/13/2018 1:35 PM
Post #45567
I downloaded the Universal Method from the Nirvana ATM web site. When I run it I get no trades in 2017. The no trades corresponds exactly with the Raging Bull market state of VTY_PRICE(30,10) < .007

What am I missing here?

Thanks
Attached file : Universal 2017 No Trades.JPG (70KB - 346 downloads)

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jpb

Posts: 168

Joined: 5/11/2005
Location: Brown Deer, WI

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Subject : RE: No ATM Universal Trades in 2017
Posted : 10/13/2018 1:44 PM
Post #45568 - In reply to #45567
What do you have for settings in the Raging Bull market state's Strategy tab?

What does the allocation tab look like in the Raging Bull market state?

What does your Port Sim settings look like?

You obviously are getting trades through for the other market states.

Did you create this profile new or did you repurpose one that you used for other ATM testing?


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LSJ

Posts: 515

Joined: 8/17/2006
Location: Citrus Springs, FL

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Subject : RE: No ATM Universal Trades in 2017
Posted : 10/13/2018 1:57 PM
Post #45569 - In reply to #45567
I just ran it and didn't experience that. This is a filtered All Optionable U.S. Stocks list.

Attached file : Universal.jpg (101KB - 590 downloads)

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Diamondjag

Posts: 270

Joined: 11/25/2006
Location: Brighton, Co.

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Subject : RE: No ATM Universal Trades in 2017
Posted : 10/13/2018 3:08 PM
Post #45572 - In reply to #45568
Appreciate the responses. I deleted the "ATM" profile and reloaded it from the ATM Site. This is the method just called "ATM". Still no trades in 2017.
What do you have for settings in the Raging Bull market state's Strategy tab? Set to the SPY. Vty Price formula rechecked many times. Close all trades when leaving.

What does the allocation tab look like in the Raging Bull market state? Default 10. Max Long % 100, Max Longs 2

What does your Port Sim settings look like? Comissiong 0, Strategy Balance 100,000, Leverage 2x, Simulation period BT & FT, Constraints none.

You obviously are getting trades through for the other market states. True. I also looked at the individual trades, they stop during this period.

Did you create this profile new or did you repurpose one that you used for other ATM testing? Brand new out of the box.


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LSJ

Posts: 515

Joined: 8/17/2006
Location: Citrus Springs, FL

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Subject : RE: No ATM Universal Trades in 2017
Posted : 10/13/2018 4:20 PM
Post #45573 - In reply to #45567
My Raging Bull State has this:

VTY_PRICE(30,10) < .007

I think my Universal Method is still as delivered.

I just tried Universal again with the allocation set to 0 for the other two states and still got trades.

I am using $50K, no leverage, backtest Both, commission $1.5/trade

Attached file : Universal2.jpg (114KB - 522 downloads)

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jpb

Posts: 168

Joined: 5/11/2005
Location: Brown Deer, WI

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Subject : RE: No ATM Universal Trades in 2017
Posted : 10/13/2018 6:36 PM
Post #45575 - In reply to #45572
By chance is Port Sim set to a single strategy instead of All Strategies? That's caused me problems in the past.

One follow up question --
What do you have for settings in the Raging Bull market state's Strategy tab? Set to the SPY. Vty Price formula rechecked many times. Close all trades when leaving.


What I was really looking for was the Strategy tab -- does it have strategies active?

I'd suggest clicking the box that says use Port Sim and run through an Analysis Run on Port Sim and View Trades to see if it is related to analysis data or some other setting. If you get trades showing, then you can reset the checkbox to use the specific strategies (I think it will retain the strategies selected previously). Run the Port Sim analysis again and see what happens. If the trades disappear again, then they are being filtered out for some reason.

https://www.omnitrader.com/currentclients/otforum/thread-view.asp?threadid=15888&posts=6