OmniTrader Upgrade Forums
OmniTrader Feature Requests
User Defined Ranking in PortSim w/DynamicLists
1 replies, 848 viewings
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OmniTrader Upgrade Forums
OmniTrader Feature Requests
User Defined Ranking in PortSim w/DynamicLists
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Last Activity 7/28/2024 12:06 PM 1 replies, 848 viewings |
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SteveL Veteran   Posts: 262 Joined: 8/19/2005 Location: Boulder, CO  User Profile |
I would like the ability to define the "Advisor" ranker (or define a new "User Ranker") and thus have the ability to test dynamic OmniScan lists with the original PortSim methods. My Motivation: Jeff Drake's "static" Resilient stock list has held up well over the past few months (and over the 15 year back test). I believe he created the list with an eye to what performed well during the 2008-2009 downturn. That list, even without DOG and the Bull stocks, has done very well throughout this year. But it's a hand-picked list. It would be nice to test the Resilient model (weekly allocating between the top n stocks) with dynamic lists. ATM lacks the ability to work with dynamic lists, but I was hoping that perhaps the original PortSim could do some user configurable ranking with minimal implementation effort based on the "Advisor" ranker. [Edited by SteveL on 9/22/2020 6:26 PM] | ||
| John W Regular Posts: 87 Joined: 8/1/2011 Location: Sydney, NSW, Australia User Profile |
Steve has an excellent point! The Resilient method is amazing but its reliance on a fixed symbol list is a potential weakness going forward. I can think of some resilient stocks that are selected each week that drag down performance because they are no longer in touch with today's market. This is a brilliant suggestion to improve a great system going forward, THANKS STEVE, WELL DONE! |
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