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ATM
ATM RS Boost
Last Activity 4/21/2021 9:48 AM
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mholstius

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Subject : RE: ATM RS Boost
Posted : 4/12/2021 8:01 PM
Post #48091 - In reply to #48090

Oh well...
Next step is kinda involved, but since everyone already is...
One of you with the bad results could export all your trades to excel from the port sim and then compare them with an export of Tom's good results...???
Might help find what's causing the difference in the results.

Good luck - I've gotta go for the evening,
Mark
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EYEGUY

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Subject : RE: ATM RS Boost
Posted : 4/12/2021 8:05 PM
Post #48092 - In reply to #48091

Mark:

I love the way you said that so casually and then quickly exited stage left.

If either of you are interested in following up on Mark's suggestion attached are the Equity Trades Report up to today in both .pdf and Excel formats.

Tom Helget
Attached file : ATM RS Boost Equity Trades Report.pdf (319KB - 17 downloads)
Attached file : ATM RS Boost Equity Trades Report.xlsx (242KB - 7 downloads)

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mholstius

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 7:01 AM
Post #48093 - In reply to #48092

LOL... I really did have another part of life to take care of. ;-)

Anyway, I've downloaded your trades, Tom...
If anyone with bad results will do the same, I've developed some ways to do the comparisons over the years and might be able to help with the investigation.

Here's a snag on how to export the trades (be sure to use .xlsx vs .xls)
Mark




[Edited by mholstius on 4/13/2021 7:07 AM]

Attached file : 01 Export Trades Hint.jpg (141KB - 470 downloads)

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JEM

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 8:43 AM
Post #48094 - In reply to #48093

I'll give it a go later this morning
Thanks all for help
Jim
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EYEGUY

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 8:50 AM
Post #48095 - In reply to #48093

Mark:

I think JEM (and many others) would appreciate the "ways to do the comparisons" that you have developed over the years to compare his results with mine now that he has his Equity Trades Report.

Tom Helget
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Barry Cohen

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 9:14 AM
Post #48096 - In reply to #48095

You all can stop trying to figure it out. I know what's causing the difference. I'll post shortly.
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EYEGUY

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 9:18 AM
Post #48097 - In reply to #48096

Barry:

That's GREAT!

And thanks so much for investigating this!

Tom Helget
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JEM

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 9:31 AM
Post #48098 - In reply to #48096

See what happens when you have genius's at work
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Barry Cohen

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 12:01 PM
Post #48099 - In reply to #48097

After ATM RS Boost was released, a few days later we changed a parameter (to match the same parameter in the strategy) in the ATM RS Boost scan & then updated the install. It didn't seem to make a difference in our test results, but that verification was incorrect. It did change the results, the results of which you can see posted in this thread.

We have now updated the install back to the original scan parameter, so new customers installing it will not have the issue.

Now, for those that have the alternate results, this is all you need to do...

1. Open OmniScan & select ATM RS Boost.
2. For the 2nd criteria, you want to change two values from 3 to 5.

It will show this:
AVG(RSB_ACC(14,5,"SPY"),3) > AVG(RSB_ACC(14,5,"SPY"),3)[1]

So you want to change it to this:
AVG(RSB_ACC(14,5,"SPY"),5) > AVG(RSB_ACC(14,5,"SPY"),5)[1]

3. Click the "Update List Now" button.
4. Exit OmniScan & run your ToDo List.

I apologize for all the confusion & trouble. Thanks to everyone that helped!

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EYEGUY

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 2:00 PM
Post #48100 - In reply to #48099

Barry:

Thanks for scoping this out for us. Indeed we could have expanded this thread another 50 pages before we would have noted that.

And since the "5" value seems to give a better all around return with the same drawdown statistics I would assume that it is the value we would all would want to use going forward even if it doesn't match the Parameter in the current ATM RS Boost LP Runners Strategy:



Tom Helget

[Edited by EYEGUY on 4/13/2021 2:01 PM]

Attached file : Current ATM RS Boost LP Runners Strategy.jpg (129KB - 391 downloads)

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Barry Cohen

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Subject : RE: ATM RS Boost
Posted : 4/13/2021 4:09 PM
Post #48101 - In reply to #48100

Tom, the difference by changing the strategy parameter is pretty negligible unlike changing the parameter in the scan. Here's the difference for your perusal.


Attached file : Boost.jpg (155KB - 361 downloads)

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Shortlandj

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 3:54 AM
Post #48108 - In reply to #48014

Great, thanks Barry and everyone else who has helped!

James
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Anthony Wood

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 5:46 AM
Post #48109 - In reply to #48014

Forgive me if I have missed an explanation but does RS Boost only enter trades on a Monday at the Open and then close them all on a Friday at the Close ?

I am based in the UK and cannot run this automatically with Interactive Brokers UK and I cannot open a US account because I live outside the US, (even though I have Chicago based Futures accounts with US Brokers) therefore I have to trade this by manually entering and closing the positions.

Does RS Boost ever produce new signals on any other day of the week?

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EYEGUY

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 7:09 AM
Post #48110 - In reply to #48109

Anthony:

Theoretically the ATM RS Boost OmniScan can produce a signal any day of the week and so the ATM RS Boost Profile need be run daily to detect those trades (and exits).

Tom Helget

[Edited by EYEGUY on 4/15/2021 7:10 AM]

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Barry Cohen

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 10:09 AM
Post #48111 - In reply to #48109

Thanks Tom, that's right. Currently the HighFlyers market state isn't active, but will be when the VIX index meets this condition: AVG(L,5) > 25. You can add a color chart for that if you want to see it. When that is active trades & exits can occur any day, otherwise it's only going to enter trades at the start of the week & exit trades at the end of the week.

If you're trading manually, what I would recommend is to use OT's paper broker & start with a new account with the exact equity value that you want to use from your broker. Then use AutoTrade to trade into it outside market hours. Then you can view the paper portfolio's orders to see what stocks & trade sizes to place at your broker. And on Friday's it will place market on close orders for any trades that are not in HighFlyers, but those will also show in the portfolio's orders tab.

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Anthony Wood

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 11:22 AM
Post #48112 - In reply to #48014

Thanks Barry, that is how I am running it, in Auto Mode, Paper broker so the trade sizes are correct.

Therefore, daily routine is :

1) Allow OT to run the ToDo List,

2) Check for new signals

3) Check for any Open Orders to see if any trades are due to close at the close Tue - Thu then

4) Friday it will close all at the close.

That it my understanding, if you can confirm?
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Barry Cohen

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 12:47 PM
Post #48113 - In reply to #48112

This would be your daily routine, Anthony.

Note: If you know beforehand that the HighFlyers market state is not in effect & you also have no open positions from that market state, steps 1 & 2 can be ignored when it is not the first day of the week.

1. Run AutoTrade at least 30min before market open or even the evening before.

2. Check the Paper Portfolio's Open Orders tab for any new orders. Submit each new order manually at your broker. This step will handle both entry & exit orders.

3. On the last day of the week (usually Friday unless there's a Friday holiday), during market hours run AutoTrade's "Update Portfolio" function. This will run the ToDo List & trigger the RS Boost stop for all active trade plans from the Steady_Gains & Nasdaq100 market states. It's set to Market on Close, so the market needs to be open for brokers to accept it. After AutoTrade completes you should see the MoC orders in your paper portfolio. Since you're trading manually you can submit those MoC orders any time you want at your broker as long as it's after market open & at least 20 minutes or so before market close.

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Anthony Wood

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 12:53 PM
Post #48114 - In reply to #48014

Thanks Barry

Step 3 you suggest running the Portfolio update during market hours to generate the MoC orders, if this was connected to a live account and trading full auto, is this done automatically ?
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Barry Cohen

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 1:00 PM
Post #48115 - In reply to #48114

If you're using AutoTrade in any way to trade this (even trading to paper portfolio), you'll want to do step 3. Otherwise your trades will not close on Friday & things will get out of sync. The last day of the trading week is the only day that this needs to be done.
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Anthony Wood

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 1:07 PM
Post #48116 - In reply to #48115

Does it matter if this is done every day, therefore leaving the box ticked permanently? otherwise it isn't fully automatic and you have to remember to check the box on a Friday and uncheck it on a Monday.
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Barry Cohen

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 1:13 PM
Post #48117 - In reply to #48116

The easiest thing to do would be to just keep OT open & AutoTrade running. That's pretty much how it's intended. You can also set up AutoTrade email alerts that let you know when it runs or when a problem arises. Some will use a dedicated PC or a virtual machine so that it doesn't interfere with other things you might be doing.

Otherwise if you need to use OT for other things or you restart your machine or OT, then yes there will be more manual steps to do along with having to remember things.

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Anthony Wood

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Subject : RE: ATM RS Boost
Posted : 4/15/2021 1:18 PM
Post #48118 - In reply to #48117

I have it running on a VPS for this purpose only.

Thanks for your help today.
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Randy

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Subject : RE: ATM RS Boost
Posted : 4/17/2021 11:36 PM
Post #48132 - In reply to #48014

I tried all the fixes in this thread but kept getting a low avg annual return in the 48% range or ~$3.6m end value in the portfolio simulation.

I finally deleted the ATM RS Boost Omniscan and redownloaded/reinstalled the latest versions of the ATM & ATM RS Boost packages & everything started to match up properly.

Thanks for all the great troubleshooting tips to help solve this mystery.
Randy
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Daniel Wilson

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Subject : RE: ATM RS Boost
Posted : 4/18/2021 8:26 AM
Post #48133 - In reply to #48132

Same here with me . . . I couldn't fixed the low equity and higher draw down until I completely deleted both RS Boost profile and the RS Boost scan and re-installed both.

I do have a question as to why "old" open trades of high flyers are still listed. See the screen shot.

Daniel Wilson

Attached file : Screenshot (6).png (135KB - 28 downloads)

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SteveL

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Subject : RE: ATM RS Boost
Posted : 4/18/2021 2:44 PM
Post #48134 - In reply to #48133

When I first ran ATM RS Boost, I also had "old" open trades. In my case, when I looked at the chart for those cases, I found gaps in the chart - missing data. Deleting the data, and reloading the data fixed those symbols. But I realized there were other symbols with data gaps. So, I ended up reinstalling OmniData.

[Edited by SteveL on 4/18/2021 2:45 PM]

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