|
cartecay1
 Regular
   Posts: 92
Joined: 11/1/2007
Location: Big Canoe, Georgia
User Profile |
In a quest to understand OT and then Dynamic Opt. , I created a strategy that uses only STO-C in the System Block. When the voting block used score as the voting method, nothing got through but when I changed the method to majority long/short I got indications on the voting line.
Anyone understand why this is so?
|
|
Jim Dean
 Sage
  Posts: 3022
Joined: 9/21/2006
Location: L'ville, GA
User Profile |
The "score" has to do with how well the System has performed in backtest on a given stock. If its performace-score is too low, then its signals are not passed on.
|
|
cartecay1
 Regular
   Posts: 92
Joined: 11/1/2007
Location: Big Canoe, Georgia
User Profile |
Since there is only one system, I would think that "best signal according to score" would allow everything through. Also, there is no min/max score to choose. Am I out to lunch here?
|
|
Jim Dean
 Sage
  Posts: 3022
Joined: 9/21/2006
Location: L'ville, GA
User Profile |
Y'know I never really noticed before, that this "Score" option is listed before the "Rank" option. I never paid much attention to it ... the "Rank" is established by the Performance block, and is described in the Help ... but the "Score" is NOT defined in Help. If you look at how Strategies are selected (an entirely different thing of course), the first item listed there is based on the Advisor score.
So, my GUESS is that the "Score" option is related also to the "Advisor" value ... and that the GUI just is not consistent in the way that it presents it. A ways further down in the Vote block you can filter out trades with Advisor ratings below a certain point.
If NO trades are getting thru, on ANY symbol ... my guess is that for some reason the Advisor-score (if that is what the option is referring to) is zero.
This is sort of a lame answer, of course, but it does point out that Help > Index does not provide any definition (that I could find) for the first option ... the text just skips over it.
SO ... the LESS-lame response is: never use something that you don't understand. Since this "score" option is not explained, I suggest you use some other method.
[Edited by Jim Dean on 1/15/2011 10:44 AM]
|
|
Vinay
 Elite
   Posts: 640
Joined: 12/9/2011
Location: Planet Earth
User Profile |
Barry, please explain what "Best Signal according to Score" Voting Method in the Vote Block means? This option has not been explained anywhere. If it is selected no signal passes through the Vote Block.
|
|
Vinay
 Elite
   Posts: 640
Joined: 12/9/2011
Location: Planet Earth
User Profile |
Please ignore the above query. I have found the answer. For some reason I was unable to delete my previous post.
|