OmniTrader Archives
OmniTrader 2016 Technical Support
Dynamic Scans?
17 replies, 2151 viewings
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OmniTrader Archives
OmniTrader 2016 Technical Support
Dynamic Scans?
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Last Activity 7/12/2021 11:35 AM 17 replies, 2151 viewings |
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bvandyke Member  Posts: 36 Joined: 4/12/2011 Location: Dallas  User Profile |
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| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
Using the Fixed trade size money mgt. of default of 100 shares. On 2/24/16 I ran the scan and part of the forward test is attached. Then on next day ran same scan and again same part of forward test is attached. Both reports from the Port. Simulator are attached. All is same until the report on 8/24/16 showed SEMI being bought on 2/19/16. Then Next day (8/25) running same Dynamic Scan the trade report shows EIGI was bought on 2/19 instead of SEMI?? That is one example that puzzles me. If someone can help me understand the difference I'd really appreciate it.  Attached file : ot825ftsvc.png (122KB - 387 downloads) | ||
| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
Attached file : ot825ftsvc.png (122KB - 346 downloads) | ||
| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
Attached file : ot0824ftsvc.png (119KB - 369 downloads) | ||
| SteveL Veteran  Posts: 262 Joined: 8/19/2005 Location: Boulder, CO User Profile |
I'd look to see if SEMI is still included in the dynamic scan results for 2/19/2016. And, what is your sort criteria (last tab in the PortSim settings) and do you have any other filters set (or changed??). If both SEMI and EIGI are included in that day's dynamic scan, and knowing the sort and filter criteria, you should be able to determine which SHOULD have been selected. But if SEMI is missing, then the question is why was it included in the first scan, but not the subsequent scan (assuming your scan criteria weren't changed). | ||
| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
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| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
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| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
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| Barry Cohen Sage   Posts: 6338 Online Joined: 1/19/2004 User Profile |
You might also review the Help file on Dynamic Scans & see if anything pops up to you as a clue to the issue. Click Help››Contents››What's››New Dynamic Scan Lists. | ||
| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
I've read the help file and it didn't shed light on the issue for me at least. I talked with one person in support yesterday and they were puzzled also. As I posted earlier, when I did the DS on 8/24 I got one result that was different than when I did the DY the next day on 8/25. That's what nobody has been able to answer yet. Do you have any thoughts on why I'd get the different results I posted? Thanks. | ||
| Barry Cohen Sage Posts: 6338 Online Joined: 1/19/2004 User Profile |
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| SteveL Veteran Posts: 262 Joined: 8/19/2005 Location: Boulder, CO User Profile |
If that is the only sort criterion, and both symbols are firing on the same strategy, I'm not sure how it will choose between those two symbols. Was the list ordered the same, or had it been reordered? Since you had another day's data, your Focus List may have been reordered. That "might" affect which symbol gets selected (???). If you change the selection criterion to Symbol Ascending (rather than Strategy Ascending), you can be sure the selection order will remain the same. From my experience, if NOTHING changes, then you'll get the same result. In this case, I think the ambiguous nature of the sort/selection criterion "MIGHT" be the cause, in combination with the new day's data changing the Focust List order. (Just guesses.) | ||
| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
I re-run the dynamic scan each day if that is what you are asking me. Bill | ||
| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
I double checked and I posted incorrectly. Sort order was Symbol..Ascending. Many of my other scans use Strategy Ascending as sort order but I had posted incorrectly. Jim Dean did a good job on his website I think it was talking about using Strategy Ascending or Descending | ||
| bvandyke Member Posts: 36 Joined: 4/12/2011 Location: Dallas User Profile |
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| Stumpy Veteran Posts: 214 Joined: 5/25/2004 Location: Australia User Profile |
When I go to scan the dynamic option is always greyed outany suggestions | ||
| SteveL Veteran Posts: 262 Joined: 8/19/2005 Location: Boulder, CO User Profile |
Dynamic Scans are only possible when two criteria are met: 1. Select a Custom List for processing. 2. Select: Run analysis tasks on "Current list" (not "All lists in this profile"). [Edited by SteveL on 10/13/2016 6:40 AM] Attached file : 2016-10-13_5-33-04.png (33KB - 641 downloads) | ||
| Vinay Elite  Posts: 640 Joined: 12/9/2011 Location: Planet Earth User Profile |
Originally written by bvandyke on 8/31/2016 11:31 PM I wanted to thank Barry at OT as he was able to duplicate the fact that sometimes doing a Dynamic Scan then looking at closed trades in Port. Sim. there is a quirk. The closed trades indeed should not change but sometimes they do. Hopefully this can be tracked down soon as Dynamic Scans add a significant dimension in my opinion. Barry...Was this "quirk" traced down and fixed? |
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