OmniTrader Forum : Portfolio Simulation Mode : Trade Selection

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OmniTrader Upgrade Forums Portfolio Simulation Mode Trade Selection		Last Activity 7/31/2024 11:39 AM 5 replies, 1953 viewings

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Vinay

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Subject : Trade Selection
Posted : 8/25/2014 10:21 AM
Post #32527

In the Portfolio Simulation "Trade Selection" Setting, how the "Signal Direction" option makes the selection? If I set it to "Ascending" whether it will select Long Signals first then the Short Signals or the other way round?

Secondly the "Strategy" option in "Trade Selection" Tab seems to doing nothing. I have tried it on many Focus Lists with enough Signals to cause the Trade Selection to kick in, but whether I choose Ascending or Decending, it makes no difference to the PortSim results.

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Jim Dean

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Subject : RE: Trade Selection
Posted : 8/25/2014 10:31 AM
Post #32528 - In reply to #32527

Check how the FL sorts long vs short to determine ascending.

Strategy sort is alphabetical on Strat name - you must have more than one active Strat firing on the same bar, and avail funds adequate to only one of the two candidate trades.

[Edited by Jim Dean on 8/25/2014 10:33 AM]

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Vinay

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Subject : RE: Trade Selection
Posted : 8/25/2014 10:56 AM
Post #32529 - In reply to #32527

Thanks Jim for the FL sort idea.

Regarding Strategy sort, I have 5 Strategies enabled and on at least some bars the Trade Selection is triggered due to paucity of funds which is confirmed by the other selection criteria giving different results on different sort orders.

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Jim Dean

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Subject : RE: Trade Selection
Posted : 8/25/2014 11:08 AM
Post #32530 - In reply to #32529

On those bars, have you confirmed that *different* strats are simultaneously firing?

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Vinay

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Subject : RE: Trade Selection
Posted : 8/25/2014 11:19 AM
Post #32531 - In reply to #32527

I have not gone through individual trades, but the fact that all other selection criteria gives different results when changed from Ascending to Descending, I concluded that Strategy sort criteria is not working. I noticed same behaviors with other FL's and Strat's.

Is this criteria working for you?

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Jim Dean

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Subject : RE: Trade Selection
Posted : 8/25/2014 11:37 AM
Post #32532 - In reply to #32531

You'll have to go thru the trades to check this. It's quite possible that the other criteria would behave differently. It's common for a single Strat to fire on multiple symbols on the same bar.

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