OmniTrader Upgrade Forums
ATM
New Macro + Micro Method
100 replies, 18188 viewings
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OmniTrader Upgrade Forums
ATM
New Macro + Micro Method
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Last Activity 4/21/2021 9:48 AM 100 replies, 18188 viewings |
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bjmtigers Member  Posts: 25 Joined: 1/6/2004 Location: Tampa,FL  User Profile |
Would you mind posting these files on your DropBox? Buffalo, thanks for moving the ball forward quite a bit. Barry M. | ||
| mholstius Veteran  Posts: 175 Joined: 1/13/2017 User Profile |
I plan to look at Buffalo's files when I have time later today. After reading his post, I feel I need to wait to coordinate with him on what he wants to make public - and it looks like he'll be gone for a few days. I appreciate the interest in what he's been so kind to share... It's great to see this moving forward so quickly, and I'll do my best to help it along as soon as I can. Mark | ||
| Buffalo Bill Legend  Posts: 539 Joined: 10/3/2006 Location: Stafford, VA User Profile |
Is good - share them with everyone. The more folks we have working together on this the better result we get. For all. | ||
| Eric Severance Member Posts: 7 Joined: 1/30/2007 Location: Incline Village, NV User Profile |
Cheers, Eric [Edited by Eric Severance on 3/31/2018 12:38 AM] | ||
| mholstius Veteran Posts: 175 Joined: 1/13/2017 User Profile |
Here’s the Dropbox link to his zip file; https://www.dropbox.com/preview/File%20requests/ATM%20Files/bill%20leake%20-%20ATM%20strats.zip?role=personalsh/uycd6dh8vd9k7hb/AADCRsCSexp28fx7yxDZKPNGa?dl=0 Dropbox won’t display a zip file, so here’s a snag of what I see getting it on my Mac; Let me know if you have any problems getting it, Mark [Edited by mholstius on 3/31/2018 6:51 AM]  Attached file : Dropbox Buffalo.png (81KB - 1680 downloads) | ||
| SteveJ Member Posts: 19 Joined: 10/6/2015 Location: France User Profile |
When I click the link on my PC 1) my Dropbox opens; and (2) I receive the message "The folder ‘/File requests/ATM Files/bill ...’ doesn’t exist." Steve | ||
| bjmtigers Member Posts: 25 Joined: 1/6/2004 Location: Tampa,FL User Profile |
I'm getting the same message. Barry M | ||
| mholstius Veteran Posts: 175 Joined: 1/13/2017 User Profile |
Let's try this dropbox link; https://www.dropbox.com/s/w1fv2tmdv9u0rgu/Buffalo_Bill_ATM_Strats.zip?dl=0 Should bring you to a similar Dropbox page, but let me know if it works or not. FWIW: I tried to construct Buffalo's profile with these strategies and couldn't replicate his results. When he gets back, he may share the entire profile. if he chooses to do that, then there won't be any problem with getting all the details right. Thanks again Buffalo, Mark | ||
| SteveL Veteran Posts: 262 Joined: 8/19/2005 Location: Boulder, CO User Profile |
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| mholstius Veteran Posts: 175 Joined: 1/13/2017 User Profile |
Here's a snag of what should be in there; Mark [Edited by mholstius on 3/31/2018 9:53 AM] Attached file : Buffalo Strategies.png (34KB - 1595 downloads) | ||
| SteveL Veteran Posts: 262 Joined: 8/19/2005 Location: Boulder, CO User Profile |
[Edited by SteveL on 3/31/2018 9:59 AM] Attached file : 2018-03-31_8-57-00.png (29KB - 1594 downloads) | ||
| SteveJ Member Posts: 19 Joined: 10/6/2015 Location: France User Profile |
My download is the same as yours. Expect it's the difference between Apple & Microsoft. Thanks Mark and Bill. | ||
| TonyJ Regular Posts: 59 Joined: 12/11/2003 Location: Marietta, GA User Profile |
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| bjmtigers Member Posts: 25 Joined: 1/6/2004 Location: Tampa,FL User Profile |
Mine looks like Steve's as well. Thanks | ||
| FG Member Posts: 39 Joined: 1/8/2004 Location: Atlanta, Ga User Profile |
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| Barry Cohen Sage   Posts: 6340 Joined: 1/19/2004 User Profile |
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| FG Member Posts: 39 Joined: 1/8/2004 Location: Atlanta, Ga User Profile |
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| DesertDude Veteran Posts: 108 Joined: 12/15/2003 Location: Texas User Profile |
Many thanks. I'm a little late to this ATM party Mark held. | ||
| Barry Cohen Sage Posts: 6340 Joined: 1/19/2004 User Profile |
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| DesertDude Veteran Posts: 108 Joined: 12/15/2003 Location: Texas User Profile |
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| Keith Parsons Regular Posts: 76 Joined: 6/28/2009 Location: Durban, South Africa User Profile |
After more than a week of trying to figure how to combine or pair nine market states its time for e to request some guidance. Mark you have very kindly provided the platform with six market states for Micro States and then New Macro + Micro Method. This as stated in your post give a total of 9 market states. Attached file : How does one Actually combine Macros & Micros.zip (389KB - 409 downloads) | ||
| Keith Parsons Regular Posts: 76 Joined: 6/28/2009 Location: Durban, South Africa User Profile |
I have endeavored to place in my above post and in one window all of what is in the compressed document. I had changed all the attachments from PDF to .png (following your post last night in OV) - but could not and for some reason this morning place it in just one window. Your 'New Macro + Micro Method" is an extremely important post and I did not want my post to "mess it up". Hence my sending the above compressed file. I look forward to being able to fully understand the pairing of Macro + Micro. I thank you / other members for any advise / support. Kind regards | ||
| mholstius Veteran Posts: 175 Joined: 1/13/2017 User Profile |
You’ve put a lot of thought and time into your document, and it’s a good review of what happens in the Macro And Micro method. As I understand it, you’re wondering how to combine the 3 Macro and 3 Micro states to get 9? That’s the beauty of ATM: it's already been done for you. The combination of each set of 3 into 9 separate states has been accomplished by combining the conditions that define each Macro state with each Micro state into one formula in each of the 9 Macro and Micro states. I’ll try to explain using some color coding... This is the condition that defines the Macro Bear state; SMA(BOP(200,20) <= 0) This is the condition that defines the Micro Bear State; (MACD_HIST(10,15,90)<0) AND ((VTY_PRICE(10,25)>VTY_PRICE(10,20)[1]) OR (VTY_PRICE(10,25)>VTY_PRICE(10,25)[1])) AND (BOL_UPPER(14,1.20)>=H) AND (BOL_Middle(14,1.20)>=L) In the Bear and Bear state, those two conditions are combined and result in this; ((SMA(BOP(200),20) <= 0) AND ((MACD_HIST(10,15,90)<0) AND ((VTY_PRICE(10,25)>VTY_PRICE(10,20)[1]) OR (VTY_PRICE(10,25)>VTY_PRICE(10,25)[1])) AND (BOL_UPPER(14,1.20)>=H) AND (BOL_Middle(14,1.20)>=L))) The key is the AND in the formula that combines the 2 conditions. To see the combination of Macro Bull and Micro Bear… This is the condition that defines the Macro Bull state; SMA(BOP(20),20) > 0 Again, this is the condition that defines the Micro Bear State; (MACD_HIST(10,15,90)<0) AND ((VTY_PRICE(10,25)>VTY_PRICE(10,20)[1]) OR (VTY_PRICE(10,25)>VTY_PRICE(10,25)[1])) AND (BOL_UPPER(14,1.20)>=H) AND (BOL_Middle(14,1.20)>=L) In the Bull and Bear state, those two conditions are combined and result in this; ((SMA(BOP(20),20) > 0) AND ((MACD_HIST(10,15,90)<0) AND ((VTY_PRICE(10,25)>VTY_PRICE(10,20)[1]) OR (VTY_PRICE(10,25)>VTY_PRICE(10,25)[1])) AND (BOL_UPPER(14,1.20)>=H) AND (BOL_Middle(14,1.20)>=L))) Again, the key is the AND in the formula that combines the 2 conditions. The "grunt work" of combining the conditions to make 9 market states is accomplished within each state and has already been done for you. Also, please note that it is not a misprint: there are 2 different BOPs used. The Macro Bear uses BOP(200,20) and the Macro Bull uses BOP(20,20) As you stated, ATM will currently evaluate each market state in order and stop when a particular formula is satisfied - which is why the final state (Default and Default) contains nothing. It will fire to allow trades if none of the 8 previous conditions have been met. I hope this helps clarify it for you. You don’t have to do any combining - it’s done for you within each of the states. I’m sure that you’re not the only one wondering about it, so I’m glad you brought it up. Mark | ||
| mholstius Veteran Posts: 175 Joined: 1/13/2017 User Profile |
I’d like to add that Nirvana is planning to add a major upgrade to the capabilities of ATM - allowing multiple concurrent market states to fire at the same time. (Am I in trouble for mentioning this, Ed? - it’s just too good to keep secret) This will be a substantial enhancement to the capabilities of ATM. I foresee being able to have a condition fire when a representative of a group (Index or ETF?) satisfies a market state - and then use the list function within that state to trade a particular list of symbols. The beauty of it is that we’ll be able to trade the symbols in a group that’s in a Bear state while simultaneously trading another group that’s in a bull state - and not be limited to only trading the first market state condition met. This will allow for much more efficient use of equity - especially combined with ATM’s ability to rank and vary the allocation of trades. I’ve said it before: ATM is a game changer, and it just keeps getting better and better… Mark | ||
| Keith Parsons Regular Posts: 76 Joined: 6/28/2009 Location: Durban, South Africa User Profile |
When I read your first response to me the only logic that I could come up with in my defence is "heck I must be getting old". AND now I really understand it. Your second post contains amazing news on ATM's future. I know Jim D will be pleased to see this (viz in a recent post that he commented on SPY vs MG groups etc.) Lastly, I really appreciate the time that you have taken out in assisting me with such detail. Thank u very much. Regards |
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