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Alexis
 Member
Posts: 5
Joined: 1/16/2010
User Profile |
I am seeing a recurring error in posting to the ATStrategy column of the Focus List of an incorrect strategy based on Market State.
It is independent of the stock and has occurred over many days as long as my defined Market State is in the Default state.
I include an Excel file with multiple jpg's with supporting data for one stock (DLTR).
On the Entry Date (11/4/19) (with the current MS being Default) it listed DLTR with an ATStrategy of VATS Xover but this strategy is not enabled for the Default Market State - it is enabled for the Bear Market State (the MS at the top of the MS order).
The 2 VATS Xover strategies both have the same buy set up conditions, only the sell trade plan is different, so the Vote line has both strategies listed for a buy but the ATM Method is not making the correct selection for the ATStrategy.
Attached file : X AD Problem.xlsx (307KB - 221 downloads)
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
User Profile |
Thanks for the details. Can you please post & answer the following?
1. In your screenshot you have VATS Xover selected for the strategy in the Strategy toolbar near the bottom right of your OT. Was it selected when you ran the ToDo List on 11-4 or was it set to All Strategies?
2. Are you using AutoTrade?
3. Screenshot of AutoTrade settings, even if not using it.
4. If AutoTrade is being used, the 11-4 AutoTrade log file located in ...Nirvana\OT2020\Brokerage\Logs.
5. The ATM method you're using under ...Nirvana\OT2020\ATM.
You may email me if you prefer - bcohen@nirvsys.com
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Alexis
 Member
Posts: 5
Joined: 1/16/2010
User Profile |
1. I understand the logic of your 1st question and yes my results are for when the Strategy setting is at All Strategies.
2. I an NOT using AutoTrade.
3. See attachment.
4. N/A
5. I am using OT2019.
The ATM Method I am using is of my construction. It uses 5 strategies, 4 OT2019 default and 1 of my creation w/ a trade plan (the names are visible in the original attachment.
I'm not sure what you are looking for. Do you need to see all of the MS formulas or allocation?
Attached file : AutoTrade Settings.png (21KB - 240 downloads)
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
User Profile |
Thanks, I'm trying to figure out what the problem might be, & sometimes something I see might give me a clue. This is why I asked for the ATM method - it contains many settings that could clue me in to what the problem might be, or how to reproduce the bug if there is one. It would be in the …\Nirvana\OT2019\ATM folder. You can email it if you don't want it posted publicly.
Also, you mention the 4 OT2019 default strategies, I assume they are the VATS strategies?
Under Edit -> Trade Plans, can you confirm the setting "Always use trade plan from strategy" is enabled?
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