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OmniTrader 2018 General Discussion
ATS Query
Last Activity 10/17/2018 8:59 PM
7 replies, 200 viewings

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Vinay

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Subject : ATS Query
Posted : 9/10/2018 8:06 AM
Post #45357

The ATS column in my Focus List have many symbols which are blank (not even 0). I have used single Ranker in the ATS and added the same Indicator in the Focus List also, and it shows positive values against these symbols. In many cases the Indicator values are same as the highest ranked symbols (by ATS) still they are blank. How can one explain this behavior?







[Edited by Vinay on 9/10/2018 9:00 AM]

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Vinay

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Subject : RE: ATS Query
Posted : 9/10/2018 8:56 AM
Post #45358 - In reply to #45357

As you can see in the following screenshots that I have used same formula for both ATS and OmniScript Indicator still there are unexplained discrepancies:












[Edited by Vinay on 9/10/2018 8:59 AM]

Attached file : ATS2.jpg (75KB - 174 downloads)
Attached file : ATS3.jpg (33KB - 172 downloads)
Attached file : ATS.jpg (31KB - 175 downloads)

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Barry Cohen

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Subject : RE: ATS Query
Posted : 9/11/2018 9:32 AM
Post #45361 - In reply to #45357

Is there something different about the symbols for the blank ones? Perhaps not enough data in the history to make a certain calculation?
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Jim Dean

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Subject : RE: ATS Query
Posted : 9/11/2018 10:09 AM
Post #45362 - In reply to #45361

The round function sometimes gives unexpected results.

Try this instead (I use it for all my own code):

Instead of round(x,2) …

Int(X*100 + .5)/100

Runs fast and always works. Unlike Round, that formula always rounds .5000 fractions to the next higher integer.
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Vinay

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Subject : RE: ATS Query
Posted : 9/11/2018 10:57 AM
Post #45363 - In reply to #45357

Barry...I have checked and found that lack of data is not the issue in these cases.

Jim...Thanks for your suggestion, however in the present case the problem is with ATS column and as you can see from the screenshots that there is no Round function used in the formula for ATS calculation.

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Jim Dean

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Subject : RE: ATS Query
Posted : 9/11/2018 12:06 PM
Post #45365 - In reply to #45363

I see a round function in the snapshot in your post #45358, for the column named “RStr”

[Edited by Jim Dean on 9/11/2018 12:08 PM]

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Vinay

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Subject : RE: ATS Query
Posted : 9/12/2018 12:00 PM
Post #45377 - In reply to #45357

Jim...Yes the formula for “RStr” column has Round function but it is showing results as expected. The problem column is "ATS" which has missing figures although the formula for ATS doesn't contain Round function.

However on deeper scrutiny the reason the ATS column was blanks against few symbols was that I had disabled all Strategies on those symbols. I am sorry for the false alert.



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Barry Cohen

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Subject : RE: ATS Query
Posted : 9/12/2018 4:04 PM
Post #45379 - In reply to #45377

Ah good to know, Vinay. I'll try to remember that.
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