OmniVest User Forums
General Discussion Topics
Advisor Rating
6 replies, 1280 viewings
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OmniVest User Forums
General Discussion Topics
Advisor Rating
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Last Activity 4/15/2019 7:43 PM 6 replies, 1280 viewings |
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xander New User Posts: 3 Joined: 2/3/2018  User Profile |
First post here... Looking at Ed's webinar about ATM.. and playing with that in OT, I have a few questions 1. Can someone provide the settings (lists, systems enabled, filters etc) that resulted in the equity curve Ed and Jeff display. I simply didn't come close, using the Out of the Box ATM settings of ATM ARM5 2. Can someone explain how do I use Advisor Rating as a filter/ranker? I could not locate the variable in the library that allows to write the Omnilanguage script This looks very promising, but would require a lot of research... Happy to share findings when I discover any... Thanx X | ||
| Tom Helget Member  Posts: 42 Joined: 10/11/2012 Location: Baldwinsville, NY User Profile |
Although I can't explain why your Equity Curve doesn't match Ed's I can tell you that the Advisor Rating is only used in the % of Equity Method and not in the particular ATM Method you are employing. In the ATM Method stocks are chosen to be traded according to their Rankers which depend on the Ranker Indicator chosen and it's respective Weight. I hope that helps! Tom Helget | ||
| xander New User Posts: 3 Joined: 2/3/2018 User Profile |
Those were 2 unrelated questions. #1 - I believe what I am missing is the list of stocks used for running the backtest. As I mentioned, it is Out of the Box application... so one would think, if dates etc match, the only difference would be a. The symbol list universe is different b. The settings used for the webinar display have not been fully disclosed. Hope someone can enlighten here Thanx X | ||
| Steve Mayo Legend  Posts: 414 Joined: 10/11/2012 Location: Austin, TX User Profile |
I started with a beta so I'm not sure what's in the final product, but I know you have to own all the plugins that were used to get the same result. | ||
| Tom Helget Member Posts: 42 Joined: 10/11/2012 Location: Baldwinsville, NY User Profile |
Sorry to contradict you but for the original ATM there were 186 symbols in the Focus List and so most likely the starting stock universe was both the S&P 100 and the NASDAQ 100. Tom Helget | ||
| Steve Mayo Legend Posts: 414 Joined: 10/11/2012 Location: Austin, TX User Profile |
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| Mark Holstius Elite  Posts: 744 Joined: 10/11/2012 Location: Sleepy Hollow, IL User Profile |
They may have changed it, but I doubt it...??? Mark  Attached file : Nirvana ATM Stocks.csv (0KB - 295 downloads) |
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