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OmniTrader 2017 Upgrade Forums
Plug-ins for OmniTrader
X-SUITE or ARM5 RTM-17
Last Activity 12/24/2017 1:50 AM
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jcflaw

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Subject : X-SUITE or ARM5 RTM-17
Posted : 10/18/2017 2:50 PM
Post #42559

Anyone have experience using these?


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Diamondjag

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Subject : RE: X-SUITE or ARM5 RTM-17
Posted : 10/18/2017 3:43 PM
Post #42560 - In reply to #42559

Yes. I have been running all RTM strategies on the NSADAQ and S&P 100 combined lists on the past 60 day at the first of each month to see which systems are currently performing the best. I ran AMR5 RTM-17 on 10/1/17 and got a 65.87% hit rate and a .20 PPT. If course this will change depending on the market. Prior tests that I have show a HR right about the same, maybe slightly higher but PPT's closer to .50 to .70.

I ran all X-Suite strategies (including XLS-19 V2 to which I added the X-Suite Filter block and exit) back 3,000 bars on 10/11/17 and got a combined HR of 69.08% and a PPT of .76. (By the way I activated the short side of X-Suite. As I remember, it comes long only. The long only results was almost identical to the long and short results.)

If you're asking if the X-Suite is as good as ARM5 RTM-17, the answer appears to be yes.

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jcflaw

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Subject : RE: X-SUITE or ARM5 RTM-17
Posted : 10/18/2017 3:54 PM
Post #42561 - In reply to #42559

While I have XLS-19 v1 with Ultimate Swing Trader Package and was looking to add another plug-in. Looks like X-SUITE and ARM5 RTM-17 work good together...

Thx
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rob_i

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Subject : RE: X-SUITE or ARM5 RTM-17
Posted : 10/24/2017 11:36 PM
Post #42573 - In reply to #42559

I noticed that the out of the box X-Suite tradeplan exits used a Market GTC order whereas the SIM versions posted by Barry in the FAQ section use Market on Open GTC. The SIM Tradeplan resulted in much better ROI and drawdown stats in port sim.
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Barry Cohen

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Subject : RE: X-SUITE or ARM5 RTM-17
Posted : 10/25/2017 9:52 AM
Post #42574 - In reply to #42573

I noticed that the out of the box X-Suite tradeplan exits used a Market GTC order whereas the SIM versions posted by Barry in the FAQ section use Market on Open GTC. The SIM Tradeplan resulted in much better ROI and drawdown stats in port sim.


This is because Port Sim has market orders exit during the day at the exact stop level price while Market on Open exits at the next day's open.
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