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OmniTrader 2016 Forums
OmniTrader 2018 General Discussion
ATS & AutoTrade vs. PortSim
Last Activity 10/25/2018 4:20 AM
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Steve Luerman

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Subject : ATS & AutoTrade vs. PortSim
Posted : 12/2/2017 7:10 PM
Post #42757

Barry,
At 12min into the PowerTour, Ed is using an example which shows 5 long trades and a short trade.


Ed comments that AutoTrade will use the focus list sort order.

QUESTION 1:
Does AutoTrade adhere to the Allocation Ratios? For example, assume that the AT Method had MaxLongs=3, and MaxShorts=3. Given Ed's example, I would hope that only 3 longs trades (GM, NVDA and BIDU) are taken, and 1 short trade (MDLZ).

QUESTION 2a:
Also in Ed's example, the MDLZ short trade has an ATS rank of 18, and NVDA has rank 15. In Portsim, will the MDLZ short trade with rank 18 be taken before the NVDA long trade with rank 15?

QUESTION 2b:
Will AutoTrade behave the same as PortSim in this example?



[Edited by Steve Luerman on 12/2/2017 7:11 PM]

Attached file : 2017-12-02_17-58-15.png (93KB - 206 downloads)

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Barry Cohen

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Subject : RE: ATS & AutoTrade vs. PortSim
Posted : 12/4/2017 2:33 PM
Post #42770 - In reply to #42757

Good questions, Steve.

1. Currently AT does not, but AT should be getting some changes to accommodate ATS soon.

2. I will find out.

3. Unlikely in Release 1. See #1. The goal though is for AT & Port Sim to follow the same trade selection rules.

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Barry Cohen

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Subject : RE: ATS & AutoTrade vs. PortSim
Posted : 12/4/2017 4:27 PM
Post #42780 - In reply to #42770

Regarding #2, Port Sim will take longs first & then shorts, as long as the max longs/shorts setting that you have set allows for it. Like if the Max Longs is set to 2, it will take up to 2 longs before it checks for short trades.
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Steve Luerman

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Subject : RE: ATS & AutoTrade vs. PortSim
Posted : 12/4/2017 4:49 PM
Post #42781 - In reply to #42780

Thanks. That's what I figured. But confirmation is good.
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