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ATM: Trade Ranking Quirks
Last Activity 4/15/2019 7:43 PM
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Jeff B

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Subject : ATM: Trade Ranking Quirks
Posted : 2/8/2018 10:05 PM
Post #37033

I've been playing with the Trade Ranking by market state -- using some things from Mark H.(from his full method post) and from Jim D (from his adds to the ATM first impressions post).

I ran into one limitation: Each market state can have at most 4 Trade Ranking functions defined. When you attempt to add a 5th, you get an out of index range error. No changes are saved. You need to delete one of the existing rankers in that market state to add a new one. It doesn't matter that you don't have others enabled. I ran into this thinking I could define a set of rankers and switch between them or have the prior run available for reference.

Trade Ranker GUI Bug: If you have multiple rankers created for a given market state and you disable all but the last one defined, you will notice that the default weight for the ranker will change visually to the first ranker of the list while the first and second will show 0 weight. See the attached image for an example. However, if you look in the xml file of the Method under the ATM directory, you will see that the weight is correctly set. It appears that the Trade Ranker tab has a little trouble with populating the value for display.




[Edited by Jeff B on 2/9/2018 7:58 AM]

Attached file : Univ-Mark-Strat-chg.its.txt (8KB - 274 downloads)
Attached file : Screenshot from 2018-02-08 22-01-42.png (6KB - 656 downloads)

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Barry Cohen

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Subject : RE: ATM: Trade Ranking Quirks
Posted : 2/9/2018 11:02 AM
Post #37034 - In reply to #37033

I reproduced & reported, thanks Jeff.
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Barry Cohen

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Subject : RE: ATM: Trade Ranking Quirks
Posted : 2/9/2018 5:14 PM
Post #37035 - In reply to #37034

Both issues are fixed, to be in the next PR.
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