OmniTrader Forum OmniTrader Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


  Current location        Thread information  
OmniTrader 2017 Upgrade Forums
Plug-ins for OmniTrader
XLS-19 V2 MOC Portfolio Simulation
Last Activity 12/24/2017 1:50 AM
7 replies, 1120 viewings

Jump to page : 1
Now viewing page 1 [25 messages per page]
 
back reply
Printer friendly version

^ Top
EYEGUY

Icon
10001001001002525
Posts: 1357
Online

Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK

User Profile
 
Subject : XLS-19 V2 MOC Portfolio Simulation
Posted : 4/28/2017 1:41 PM
Post #40976

Support:

Thanks for the new XLS-19 V2 Plug-In!

I am trying to duplicate the Portfolio Simulation Reports presented both in the introductory e-mail I received as well as in the Welcome to XLS-19 webinar by Jeff Drake. In both of these this was the Portfolio Simulation using the MOC Trade Plan:




I created a new strategy employing the MOC Trade Plan instead of the MOO Trade Plan supplied with the strategy. The Back Test Period is 2500 bars and the Forward Test Period is 0 bars or effectively 10 years. Taking only Long Positions each at 10% of equity on a starting $100,000 at 2X Leverage I got the following still superb Portfolio Simulation, but it was no where near Jeff's webinar presentation:




So, what did you do? Take Short positions as well? Use 20% or some other proportion of equity on each trade? Maybe both or something else I haven't thought of?

Thanks for your consideration!

Tom Helget



[Edited by EYEGUY on 4/28/2017 1:45 PM]

Attached file : XLS-19 Version 2 Portfolio Simulation from E-Mail.PNG (141KB - 379 downloads)
Attached file : XLS-19 V2 MOC Trade Plan Longs Only.PNG (83KB - 381 downloads)

^ Top
wolf

Veteran
10025
Posts: 143

Joined: 4/16/2011
Location: Germany

User Profile
 
Subject : RE: XLS-19 V2 MOC Portfolio Simulation
Posted : 4/29/2017 8:34 AM
Post #40977 - In reply to #40976

Hello
I am more and more loosing confidence that Nirvana Software is a assigned for me an average normal working person who will not be in a Position to Launch trading with a starting capital of 100.000 USD and to risk that amount of Money (althoug with sophisticate Software which manages a low draw down). Taxes on trading Profit and transaction cost are tremendous in most foreign countries. Nirvana Software probably is designed and adressed for an exclusive Club with diffrent objectives and constraints (reflecting starting capital for Investment, trading cost, and tax models). So the Software is becoming for me more and more a gaming sofware (e.g Microsoft Flightsimulator) to Play it in the lab mode and to dream to become any time in this life a millionaire.

Conclusion; A starting capital of 10.000 USD with leverage 1 and trading cost for each Transaction (buy 10 USD/sell 10 USD) and taxes on Profit with approx. 35% might be more realistic for any average Person
Sorry if anybody feels offended
Brgds
Wolfgang

P.S Please see also comment to Portfolio Simulation for plugin Squeeze Trader




[Edited by wolf on 4/29/2017 8:55 AM]

^ Top
EYEGUY

Icon
10001001001002525
Posts: 1357
Online

Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK

User Profile
 
Subject : RE: XLS-19 V2 MOC Portfolio Simulation
Posted : 4/29/2017 11:21 AM
Post #40978 - In reply to #40977

Wolfgang:

Your point is well taken!

I only used the $100,000 starting balance and 2X Leverage as it is "traditional" and thus the results could be better compared with the Portfolio Simulations of other strategies.

There would be nothing wrong in starting with, say, $5.000 or $10,000 and applying Commission costs in the Portfolio Simulation. Unfortunately there is no provision for taxes however.

But my major concern no matter what the starting balance is that i can only reproduce roughly one-third of the profits claimed in the e-mail and webinar at the moment.

Tom Helget
^ Top
wolf

Veteran
10025
Posts: 143

Joined: 4/16/2011
Location: Germany

User Profile
 
Subject : RE: XLS-19 V2 MOC Portfolio Simulation
Posted : 4/29/2017 12:46 PM
Post #40979 - In reply to #40978

Thomas,
thank you for your prompt Feedback.
Wolfgang

^ Top
Stumpy

Veteran
100100
Posts: 208

Joined: 5/25/2004
Location: Australia

User Profile
 
Subject : RE: XLS-19 V2 MOC Portfolio Simulation
Posted : 4/29/2017 12:57 PM
Post #40980 - In reply to #40976

Hi Wolf,
I am fast coming to a similar conclusion to you mechanical trading looks great on paper but is very different in the real world one of the biggest expenses in trading is brokerage and with the very very low profit per trade produced by the Nirvana Strategies it seems a real stretch to see a profit.
The strength I see in Omnitrader is it presents you with opportunities every day its up to you to learn to trade pick out the best ones and manage them correctly there is no holey grail just plain hard work
^ Top
Jim Dean

Idol
20005001001002525
Posts: 2761

Joined: 9/21/2006
Location: L'ville, GA

User Profile
 
Subject : RE: XLS-19 V2 MOC Portfolio Simulation
Posted : 4/29/2017 1:19 PM
Post #40981 - In reply to #40980

General suggestion:

If your trading costs are relatively high vs your typical trade return, then one or both of these might help:

a. use strategies that trade med-long trends, so the captured profit is greater/trade

b. if you have a fixed commission cost/trade, then assign more shares per trade to overcome it

It's unreasonable to expect every strategy to meet every different kind of situation.

[Edited by Jim Dean on 4/29/2017 1:22 PM]

^ Top
Steve Luerman

Veteran
100100
Posts: 208

Joined: 8/19/2005
Location: Boulder, CO

User Profile
 
Subject : RE: XLS-19 V2 MOC Portfolio Simulation
Posted : 4/29/2017 3:10 PM
Post #40982 - In reply to #40976

Hi, Tom.

At least part of your problem reproducing the advertised result is your "Percentage of Equity" setting. The setting configured in the default "XLS-19 V2" profile is 20%. With 20%, I actually get a slightly better result.

Also, have you configured it for Long only? And is the "XLS-19 V2 MOC" the only strategy? Your snapshot shows "All Strategies."



[Edited by Steve Luerman on 4/29/2017 3:12 PM]

Attached file : 2017-04-29_14-07-43 #XLS-19 MOC-L.png (249KB - 273 downloads)

^ Top
EYEGUY

Icon
10001001001002525
Posts: 1357
Online

Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK

User Profile
 
Subject : RE: XLS-19 V2 MOC Portfolio Simulation
Posted : 4/29/2017 4:04 PM
Post #40983 - In reply to #40982

Steve:

Thanks, and, yeah, that did it.

I had been messing around a couple of weeks ago with the % of Equity Setting in another Strategy's Portfolio Simulation and thought that I should change back to the "standard" 10% setting before running the Portfolio Simulation on the revised Long Only MOC XLS-19 strategy (that was the only strategy in "All Strategies" shown above). Changing the % of Equity back to 20% did the trick:




Thanks for your insight into the problem! I really appreciate it.

Tom Helget

[Edited by EYEGUY on 4/29/2017 4:08 PM]

Attached file : That Did It.PNG (247KB - 240 downloads)

Jump to page : 1
Now viewing page 1 [25 messages per page]
back reply

Legend    Action      Notification  
Administrator
Forum Moderator
Registered User
Unregistered User
E-Mail this thread to a friend
Toggle e-mail notification


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.