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ATM
Trade Ranking
Last Activity 4/21/2021 9:48 AM
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Buffalo Bill

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Subject : Trade Ranking
Posted : 1/9/2020 5:46 PM
Post #46580

Is there any way to have ATM rank trades based on the strategy (or maybe symbol) historical HR or PPT or something like that? Using OL?

I can't figure out a way
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Barry Cohen

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Subject : RE: Trade Ranking
Posted : 1/13/2020 2:22 PM
Post #46583 - In reply to #46580

That is the old style of ranking, & those settings are under Port Sim's Sumulation Settings under the Trade Selection tab. That is the ranking used when there are no rankers set up in the method.
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Buffalo Bill

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Subject : RE: Trade Ranking
Posted : 1/13/2020 8:56 PM
Post #46587 - In reply to #46583

Barry

But that's for Port Sim - I'm talking real trade selection in ATM
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Barry Cohen

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Subject : RE: Trade Ranking
Posted : 1/14/2020 12:36 PM
Post #46591 - In reply to #46587

I don't understand. The methods (ATM or ATS) are part of Port Sim. You cannot use one without the other.
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Buffalo Bill

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Subject : RE: Trade Ranking
Posted : 1/15/2020 7:37 AM
Post #46597 - In reply to #46591

In port sim under simulation settings, last tab, you can select a trade ranking which effects how PORT SIM ranks trades (but this is NOT in ATM). That does NOT effect actual, real world HRE trade selection when using ATM and auto trade. In ATM there is a trade ranking tab which does select how the potential trades are ranked and entered. THAT is where I want to try to use historical strategy HR/ppt/etc to rank how the trades are entered but don't know how. Add into ATM the port sim trade ranking functions and that would work, but until that happens is there an OL way to do this?

I don't need this just in Port sim (as it is now) but real world trading trade selection ranking in ATM

[Edited by Buffalo Bill on 1/15/2020 7:39 AM]

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Barry Cohen

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Subject : RE: Trade Ranking
Posted : 1/27/2020 5:05 PM
Post #46680 - In reply to #46597

On the contrary, Port Sim's Trade Selection tab also affects ATM with AutoTrade. For this to work though, your method must not be using any rankers (per market state). Without ranking set up in the method it will then rank trades based on the Port Sim Trade Selection tab.

I just verified it with a simple example. As you can see the method is set up to take only 2 short trades, & since I have no ranker, ATM is choosing those 2 trades based on the highest BT hit rate.



Attached file : Rank.jpg (117KB - 321 downloads)

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Buffalo Bill

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Subject : RE: Trade Ranking
Posted : 1/28/2020 3:26 PM
Post #46694 - In reply to #46680

I happily stand corrected

Thx Barry
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