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ATM
Port sim and ATM
Last Activity 4/21/2021 9:48 AM
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LSJ

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Subject : Port sim and ATM
Posted : 3/5/2018 11:13 AM
Post #44169

All good now. After much replace, renew, restart it started working again for a reason I cannot tell. ATM now installed and running.
(I think it thought it was my wife <:)

[Edited by LSJ on 3/5/2018 2:39 PM]

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mholstius

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Subject : RE: Port sim and ATM
Posted : 3/5/2018 11:58 AM
Post #44170 - In reply to #44169

Hmmm...

No problem at all running it.

All my work / posts have been with OT2018 Pre-release I.

Are you using the latest OT and pre-release?

Mark

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FG

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Subject : RE: Port sim and ATM
Posted : 5/3/2018 5:33 PM
Post #44603 - In reply to #44170

I am running ATM Mac/Mic on the "Liquid Stock" List and I am concerned that my PortSim settings may not be correct because my Focus List ATS collumn shows such low values (mostly ones and twos). There are usually about 550 symbols on the Focus List and 15 to 20 trades per day have been generated each of the last several days. The PortSim ATM Methods (EDIT) shows none of the strategies for each MarketState are checked. Is this correct? Also, is there a definitive guide for "Default" settings for ATM Macro & Micro profile and ATM Macro & Micro settings for PortSim? Thank you, Fred Gordon

[Edited by FG on 5/3/2018 5:48 PM]

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jpb

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Subject : RE: Port sim and ATM
Posted : 5/3/2018 6:22 PM
Post #44604 - In reply to #44603

When you run the ATM Macro Micro.exe, it installs the ATM method, a template for Port Sim, and a Profile named ATM Macro & Micro (which has about 300 symbols).

If you activate the ATM Macro Micro method for a different Profile (like Liquid Stocks), you need to do some additional setup -- primarily activate the right strategies for each market state. You can find those by loading the ATM Macro & Micro Profile and looking at the method. If you didn't do that when you started to use the Macro Micro method with your Liquid Stocks Profile, then that would explain why you didn't have any active strategies.

There is documentation in the forum that Mark H. put together when he shared the first version of Macro/Micro but the best place to find the settings is to load the ATM Macro & Micro Profile and look through it. The method should carry with it the allocations, rankings, formulas... but it won't carry forward the strategies if they aren't active in a different Profile. When you want to work with a different profile, I've found you need to open the profile, activate all the strategies, and then activate the ATM method.

An alternative would be to change the symbol list in the ATM Macro & Micro Profile to match your Liquid Stocks.

Hope that helps.
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Barry Cohen

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Subject : RE: Port sim and ATM
Posted : 5/4/2018 12:09 PM
Post #44611 - In reply to #44604

If you want the profile & method defaults, the easiest way is to rename or delete both, then reinstall it (since it won't install files if they currently exist).

When you want to use an existing method in a different profile without changing the original, it's best to save the method to the profile or save the method to another method name. So if you open ATM Macro & Micro in a different profile, then click Save, it asks you if you want to save to the method or not. I typically say 'no' which creates a custom method - with the entire method saved to the profile. This preserves the original method.

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