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OmniTrader Archives OmniTrader 2011 Technical Support Dynamic Optimization On the SPX		Last Activity 12/31/2013 1:06 PM 5 replies, 2136 viewings

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FrankB

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Subject : Dynamic Optimization On the SPX
Posted : 4/7/2012 7:51 PM
Post #26369

Is it possible to use dynamic optimization of system indicators on the SPX and how would you do it? I may be wrong but here are the results just using the original 3 DO indicators(March, 2009 to March, 2012): about 40% profit over 3 years. Is there a way to "dynamicly" improve the results????

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Jim Dean

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Subject : RE: Dynamic Optimization On the SPX
Posted : 4/7/2012 10:10 PM
Post #26372 - In reply to #26369

SPX is a symbol like any other one - D.O. works on it the same way. Just make sure it is in your focus list.

But you probably know that - if so, please explain better what you mean.

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FrankB

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Subject : RE: Dynamic Optimization On the SPX
Posted : 4/8/2012 11:39 AM
Post #26376 - In reply to #26369

Thank you Jim. I'm not a computer person but I will try. On the seminar: the power to trade with comfidence, its not clear to me how they set up any of the stytems indicators for "Dynamic Optimization". After calling tech support and fooling around I did the following steps: go to strategies and hit chess icon: brings up strategics screen and hit new: brings up new straitegy(default) and type in cci(20). It shows up in the stocks, but not the indexs voting line. After trying different indicatiors I reallized that should be typed in CCI-C (20), and now it does show up in the indexes. I tried the same process with the MAC-C and the ADX-B and did not get any signals in the voting line for stocks or the indexes. I try running the to do list to see if that makes any difference. Thank you for your help.

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Jim Dean

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Subject : RE: Dynamic Optimization On the SPX
Posted : 4/8/2012 1:36 PM
Post #26379 - In reply to #26376

Hi Frank

Please explain more clearly what you did from where you said "type in cci(20)", forward.

If you open up a new STRATEGY, you should see the Stategy Builder window with a block diagram. You cannot "type something in" at that point. So, you must have left out some steps.

Generally it sounds like you need to as aside some time to go through OT's "Getting Started" tutorials, before diving in to DO experimentation.

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FrankB

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Subject : RE: Dynamic Optimization On the SPX
Posted : 4/8/2012 8:12 PM
Post #26393 - In reply to #26369

Hi Jim, right now 2011 OT is not working: it says that the focus list is not responding. Anyway I did write down the steps: 1) go to Sratigies and hit the chess icon. 2) that brings a strategies screen and at the bottom hit NEW. 3) that brings up a small box, and then schroll down to DEFAULT. 4)in the same box there is a space to type in cci(20),(underneath the DEFAULT). It was all working after I ran the to do list.
After optimizating, two of the indicators had the same results: the CCI-C(20) and the DPO (20). I may have done it wrong. The results on vote line were not that impressive: From March, 2009 to Feb. 2112: there was a 20.38 proffit.

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Jim Dean

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Subject : RE: Dynamic Optimization On the SPX
Posted : 4/8/2012 8:55 PM
Post #26394 - In reply to #26393

The place you are typing "CCI(20)" is just a LABEL - a NAME. It has no functional significance whatsoever. It sound like you are thinking that it somehow is creating a 20-period CCI "strategy" for you. It is not - all it's doing is creating a COPY of the Default strategy, with a different name.

There have to be more steps that you are not mentioning. The strat you describe would have 59 active systems in it. Not a very useful staring point IMHO.

Then you jump to talking about "optimizing" and "indicators" - I presume you mean systems within the big default strategy?

Since you are using incorrect terms for so many things, I have to guess that you have not yet read the Help and gone thru all the vid tutorials. Or, maybe you have, but have done so too fast. There are no "safe shortcuts", IMHO. And, please don't take this personally - I cannot count the number of times I've given this kind of counsel. Slow down and take things one at a time and in little steps, mastering a bit at a time.

Don't mess with optimization AT ALL till you've got the basics down.

I hope this helps.

[Edited by Jim Dean on 4/8/2012 8:59 PM]

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