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OmniTrader 2015 Technical Support
Strats on Multiple Lists - Same Profile
Last Activity 12/22/2017 11:03 PM
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tonytrade

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Subject : Strats on Multiple Lists - Same Profile
Posted : 12/23/2014 6:27 AM
Post #34991

Hi,

anyone out there recall how to bolt different strategies to different canned lists such as SP 100, SP 500 and Russel 1k all in same profile. I am pretty sure this is possible I just forgot how.

Thanks,
Tony
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Steve Luerman

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Subject : RE: Strats on Multiple Lists - Same Profile
Posted : 12/23/2014 8:32 AM
Post #34993 - In reply to #34991

Tony,
Thanks to Lain who initially explained this somewhere in the forums.

Select the stocks you want to process with a particular set of strategies, right click on the selected stocks in the focus list, select "Enabled Strategies", etc.

NOTE: You can select an entire list (e.g. Russell 1K) by selecting the first in the list, going to the bottom and holding "Shift" and then select the last in the list. Everything in between will be selected. It will take a while for the entire list to be selected. Just wait.

Now to the particulars:
1. First select ALL the stocks and set "Enabled Strategies" to "None".
2. Since there will be overlap in the lists, you should start with the list that will have the fewest strategies running. I always started with Russell 1K since I had the fewest number of strategies applied to this list, then S&P500, and finally S&P100 where all the strategies were enabled.



[Edited by Steve Luerman on 12/23/2014 8:37 AM]

Attached file : 2014-12-23_7-21-12.png (29KB - 239 downloads)

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tonytrade

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Subject : RE: Strats on Multiple Lists - Same Profile
Posted : 12/24/2014 8:35 AM
Post #35016 - In reply to #34991

Steve,

thanks for lending a hand. I think I get what your saying. But perhaps I am not getting it or wanting to do something different that what you thought.

Ok, so consider one profile that needs to be run as to be able to generate equity curve. The profile has one strat on SP100 and another on SP500. Not really sure just yet if there is an automated way to do this.

I did it the hard way. Import SP500 and then assign/enable the one strat to it. Then, identify the subset SP100 within the SP 500 list one stock at a time and do enable/custom and then add the second stat to be enabled to SP 100.

The result is one strat enabled to SP100 and one strat enabled to SP500. It wasnt too terribly bad doing it this way. But curious if perhaps I am not getting this. What if the 2 lists was the Russel and SP500. I would then have more difficultly.

Bottome line is I need the composite performance of profile run rather than working in same profile toggling from drop down lists available.

Here is Lains instruction if it is what you were referring to.

Thanks,
Tony

1. Create a new profile and enable both the S&P100 and the Russell 1000 lists.
2. Enable both the NSP-31 and NSP-33 strategies.
3. Set the focus list to the S&P100 and the strategy view menu to All Strategies.
4. Run the analysis with current list selected in the to do list.
5. When the analysis finishes, switch to the Russell 1000 list and sort by BTHR (any statistic will do) to bring all the symbols showing results to the top of the list.
6. Highlight everything else in the list that doesnt show any results.
7. Right click, select Enabled Strategies>>Custom and turn on just the NSP-33 for those symbols.
8. Run the analysis again.

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Steve Luerman

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Subject : RE: Strats on Multiple Lists - Same Profile
Posted : 12/24/2014 9:36 AM
Post #35018 - In reply to #35016

Hi, Tony.

First, I am assuming you have OmniScan, and have selected/enabled the SP100 and SP500 lists. You can now select each of those lists from the symbol list dropdown, one at a time, or view all at once in the "All analyzed symbols" list.

Second, you need to have all the strategies enabled for this focus list. Click on the chess piece, and enable both your SP500 and SP100 strategies.

NOW:
1. Start with the SP500 list - select the SP500 list from the symbol list dropdown.

2. Select/mark all the symbols - start at top of list, highlight first stock, go to bottom of list, and while holding the Shift key select the last stock in the list. All stocks should now be highlighted (blue).

3. Enable the strategies for this highlighted of stocks - Right click on the selected symbols, select Enable Strategies->Custom and tick-mark the strategies that you want to enable for the SP500 stocks.

4. Choose the SP100 list from the dropdown, and repeat steps 2 and 3.

Since most of the SP100 symbols are in the SP500, they will already have the SP500 strategies enabled. You need to leave those strategies enabled, and add whatever additional strategies you want to run on the SP100 symbols.

NOTE: Symbols common to both lists, will have the full set of strategies enabled, both those selected for the SP100 and those selected for the SP500.



[Edited by Steve Luerman on 12/24/2014 9:38 AM]

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tonytrade

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Subject : RE: Strats on Multiple Lists - Same Profile
Posted : 12/24/2014 9:54 AM
Post #35019 - In reply to #34991

Steve,

thanks for the detailed instructions. This looks more clear. When I get to my PC I will give a try.

Thanks Again,
Tony
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tonytrade

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Subject : RE: Strats on Multiple Lists - Same Profile
Posted : 12/28/2014 1:21 PM
Post #35030 - In reply to #34991

Steve,

I followed your instructions and have reasonable confidence that I am doing it correctly. Unfortunately, I am seeing some inconsistent behavior in the portfolio simulation. I will experiment further and likely call support. I will update once I get a bit more details.

Thanks again for taking the time to describe process.

Tony
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tonytrade

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Subject : RE: Strats on Multiple Lists - Same Profile
Posted : 1/1/2015 9:08 AM
Post #35036 - In reply to #34991

Steve,

just thought I would share and interesting tidbit. I have now learned that if you use the wrench icon in FL to bring up menu for focus list data fields you can find one for "strategies". This shows the strats enabled by symbol. That way you can have an at a glance view in FL to see what strats are enabled per symbol doing a quick sort. I though this was useful and have it in my FL now.

Tony

[Edited by tonytrade on 1/1/2015 9:32 AM]

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mgerber

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Subject : OT symbol-->Enabled Strategies-->Custom
Posted : 7/21/2016 2:10 PM
Post #37275 - In reply to #35036

Hi, Barry.

Could you please give me some direction on this?

I searched the OT manual, but cannot find *ANY* reference to this.

My application is in ForexTrader, since there are just a few major forex pairings for trading.

QUESTION: Will this work for forex, which is RT??


Thanks again for your help,


--Mark G.
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Barry Cohen

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Subject : RE: OT symbol-->Enabled Strategies-->Custom
Posted : 7/21/2016 5:32 PM
Post #37277 - In reply to #37275

It does work for any symbol type, but there's a bug when used in realtime profiles where reloading data works, but when analysis runs automatically it analyzes all the strategies again. It's a bug that I'm waiting for a fix for.
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