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ATM
ATM Method failing test with Option Errors
9 replies, 1167 viewings
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OmniTrader Upgrade Forums
ATM
ATM Method failing test with Option Errors
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Last Activity 4/21/2021 9:48 AM 9 replies, 1167 viewings |
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LSJ Legend  Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL  User Profile |
The test invariably fails and produces no port sim results. The error is: There are no option related references in any of the strategies or market states. The market states are identical except for symbols but the one in the box is the one producing the error. This is the ATM log list produced. All the references to optstats don't seem right but what do I know. [Edited by LSJ on 10/1/2018 9:31 AM]  Attached file : optstats.jpg (39KB - 652 downloads) Attached file : method.jpg (107KB - 669 downloads) Attached file : ATM log.jpg (229KB - 654 downloads) | ||
| Barry Cohen Sage     Posts: 6338 Joined: 1/19/2004 User Profile |
The following characters are restricted for use in Windows filenames: /?<>\:*|" Since your market state uses a /, it's probably failing to create a file based on it & giving you that message. So you might be able to easily fix it if you rename the market state. And if you copied that method from someone, & this is the issue, you might want to tell the method creator the same thing. | ||
| LSJ Legend Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL User Profile |
Thanks. | ||
| LSJ Legend Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL User Profile |
[Edited by LSJ on 10/2/2018 8:37 AM] Attached file : Omniscan homo.jpg (90KB - 619 downloads) | ||
| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
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| LSJ Legend Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL User Profile |
Now though, even though I have deleted the "Hotel/Motel" market state and created a new state just "Hotel Motel" I still get an error. I believe because the "Hotel/Motel" Omniscan list is still in the focus list. I removed that Omniscan list from the focus list, did a copy of it and named it without the "/" and added it to my focus list. I restarted OT, removed all temp and results files and am re-running the backtest. So far, so good at 75%. Can you confirm that the Omniscan list with a "/" in the focus list does not propagate or cause an error because maybe I'm looking for lists in all the wrong places <:) [Edited by LSJ on 10/2/2018 10:53 AM] | ||
| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
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| LSJ Legend Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL User Profile |
It turns out that the answer was in the symbol for some user data indexes. There were not illegal characters but OT didn't like something about it, probably the length (what is the a limit for a symbol length?). They have all been removed and OT just finished a successful backtest. Whew! | ||
| LSJ Legend Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL User Profile |
The ATM method in question consistently does this: Analysis runs in real mode and populates AT Focus List column. Switch to Port Sim and run analysis always results in "illegal Characters in Path" and aborts. Excerpt from log: 10/4/2018 6:57:50 AM Mode change from Real Mode --> Portfolio Sim. 10/4/2018 6:57:50 AM Creating charts table. 10/4/2018 7:00:12 AM Error 5: Illegal characters in path.. Occured in routine - CEquity .RunEquitySimulation Any suggestions? | ||
| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
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