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OmniTrader 2018 Technical Support
Best ATS Strategy results
Last Activity 5/11/2020 10:43 AM
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Wynn

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Subject : Best ATS Strategy results
Posted : 12/9/2017 1:37 PM
Post #42835

I've been testing Strategies this week to determine which one produces the best results using ATS.

I'vs tested on the Dow 30 for efficient runs just to get relative results.
My results are:
#1-Volume Systems, AROI 59.1%, CALMAR 11.1
#2-UIS Hull - AROI 19.4, CALMAR 2.5
#3-UIS Dbl. Stoch. - AROI 12.8%, CALM 2.5
#4-Position Cont. 2 - AROI 11.5%, CALMAR 1.7

These strategies were selected for final testing based on "Hot Strategy Finder" test results. While I didn't test all, I did test the ones that I have seen good results on.

I'm curious why Ed would choose the third best Strategy to show off his new ATS feature? Volume Systems is far and away the top strat. Whenever I test against it using various lists it always is on top. The results, in this case, are almost three times the second place strat. Further, I never hear any conversation about this strat.

A. So, I'm left to wonder, "if it's too good to be true," is it? Did you use it and what have been your results?
B. Why didn't Ed use a better performing strategy to show off ATS?

I don't recall Ed referencing the makeup of his "My Symbols" list. My best guess is that he used what Jeff has been using lately for his testing, an amalgam of the S&P100and the Nasdaq100, about 184 symbols. I'm still testing on that list, but I expect the results to be relatively the same (ranking wise) as my Dow30 results.

Please help me answer the above two questions AND if you have a better performing strategy of a favorite, please share your results or opinions.

Many thanks in advance,

Wynn

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Barry Cohen

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Subject : RE: Best ATS Strategy results
Posted : 12/11/2017 10:59 AM
Post #42845 - In reply to #42835

Volume Systems is an optimized strategy, so of course it has nice results. Remove all the optimization in it for a fair comparison.

I'm not sure how UIS Double Stochastic was chosen as a good example, Jeff just liked the improvement that ATS had on it. Also time was a factor, I think once a good example was found Ed & Jeff stuck with it.

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Wynn

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Subject : RE: Best ATS Strategy results
Posted : 12/11/2017 11:56 AM
Post #42850 - In reply to #42835

Thanks for your reply.

Added the new updates today and viewed Ed's video. All excellent!!

ATS is a very fine addition to OT.

Wynn
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Stumpy

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Subject : RE: Best ATS Strategy results
Posted : 1/13/2018 11:01 PM
Post #43986 - In reply to #42835

Barry you say volume systems is optimized I quote from the brochure

The Volume Systems 2.0 Power Strategy uses both the DVF-C and VWMACD-C Systems. It combines them to look for tell-tale signs that the professionals are beginning to accumulate a stock. And we must admit, the concept is simply amazing. In a recent test on the Russell 1000, we generated the followingstatistics on the 100% Mechanical Strategy:

So are we looking at a mechanical plug in or not ????
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EYEGUY

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Subject : RE: Best ATS Strategy results
Posted : 1/14/2018 2:45 PM
Post #43987 - In reply to #42835

Wynn:

You are correct in assuming that Ed used the NASDAQ 100 and the S&P 100 as his Focus List.

In the presentation of your analysis results at the top of this thread, you don't indicate what ATS Method you found best for the Strategies you list - recall that there are three - Reversal, Trend Reversal and Trending.

Tom Helget
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Wynn

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Subject : RE: Best ATS Strategy results
Posted : 1/15/2018 8:11 AM
Post #43989 - In reply to #42835

Hi Tom,

I'm sorry, I don't recall. But, the Reversal Strat seems to come out on top in most all of my testing.

I WAS using Volume Systems, but now I've switched to reversion and pullback strats in this market stage. The best one I've tested lately is ARM5 SS. I haven't been able to get ARM 5 RTM to run properly. I'm taking another stab at it again today.

What I have found to be useful is to use a different list. I subscribe to Vector Vest. Within V V I used their WOW list, which is a list of about 200 symbols they pull from trading newsletters. Then I took the list and ranked it by Relative Timing (trading energy) and Comfort Index (price persistence - charts with price patterns moving lower left to upper right) and the improvement was substantial. For those of you who do not subscribe to V V, you might consider building a list from the IBD symbols and try to rank them as mentioned above, then pick off the top 100 symbols and see if you don't get a substantial improvement in your results. Or, try some Nirvana lists in OmniScan that mimic some of these characteristics.

My point is that while ATS is a terrific advantage, one can REALLY improve testing results by culling out a list of stocks that already have positive characteristics.

Hope this helps.

All the best,

Wynn
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EYEGUY

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Subject : RE: Best ATS Strategy results
Posted : 1/15/2018 11:30 AM
Post #43991 - In reply to #43989

Wynn:

You are most certainly correct in your observation that your Focus List components are just as (or maybe more) important than the strategy and ATS Method you might employ.

If you trade options, you know it is important that the stocks and ETFs options contracts you trade to be liquid, have low bid/ask spreads and trade weeklies.

If you are interested attached is a .txt file you can import into OmniTrader from Don Kaufman's TheoTrade.

Tom Helget

[Edited by EYEGUY on 1/15/2018 11:33 AM]

Attached file : ThoeTrade Best Optionale Stocks.txt (0KB - 192 downloads)

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Barry Cohen

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Subject : RE: Best ATS Strategy results
Posted : 1/15/2018 5:32 PM
Post #43993 - In reply to #43986

Barry you say volume systems is optimized I quote from the brochure

The Volume Systems 2.0 Power Strategy uses both the DVF-C and VWMACD-C Systems. It combines them to look for tell-tale signs that the professionals are beginning to accumulate a stock. And we must admit, the concept is simply amazing. In a recent test on the Russell 1000, we generated the followingstatistics on the 100% Mechanical Strategy:

So are we looking at a mechanical plug in or not ????


The Volume Systems plugin installs 3 strategies: Volume Divergence, Volume Power, & Volume Systems. Volume Divergence & Volume Power (from VS2) are both mechanical while Volume Systems (the strategy originally created in VS1) is optimized.
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Stumpy

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Subject : RE: Best ATS Strategy results
Posted : 1/15/2018 10:09 PM
Post #43994 - In reply to #42835

Thanks for the clarification Barry
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