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Vinay

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Subject : Serious Issue with OmniLanguage Stops
Posted : 9/19/2018 5:29 AM
Post #45421

If we change the value of a parameter from the default in a OmniLanguage Stop in a Trade Plan then we get different results when we restart OT and do analysis again. It appears that after restart OT takes the default parameter value and ignores the changes made by us, although the Trade Plan continue to show the changed parameter values. Now if we go to OmniLanguage IDE and compile all projects (even compiling only the Stop used in Trade Plan is enough) then run the analysis, it gives different results which are based on changed parameters.

To rule out any bugs in my Stop causing this issue, I have confirmed my findings with a Stop created by Jim Dean (whom I consider the ultimate authority on OL coding) and another Stop created by Nirvana themselves. I have attached both Stops for easy access. (Hope Jim will not mind).

To keep things simple I used MOO for both entries & exits in my Trade Plans.

Now to reproduce this issue please follow the following steps:

1. Create a simple strategy with any System with a Trade Plan using only the OL Stops.

2. Change any parameter which is likely to cause significant change in result. (Changing parameter is important).

3. Now exit OT and delete all files in the following directories because we want to start with clean slate:

i) C:\Program Files (x86)\Nirvana\OT2018\VBA\Temp.
ii) C:\Program Files (x86)\Nirvana\OT2018\VBA\Strategies
iii) C:\Program Files (x86)\Nirvana\OT2018\Results

4. Now launch OT and perform ToDoList analysis and save the Performance Summary Report.

5. Now go to OmniLanguage IDE and compile all or just the Stops used in the strategy.

6. Run analysis again and check the Performance Report. You will find differences from the first run.

7. If you check the Voteline carefully you will finds differences at several places compared to previous run.


I always had difficulty in relying on the OT analysis results due to its complexity and inability of Nirvana to fix known bugs even after several years. After this discovery my confidence in OT analysis results has hit a new all time low.

In past also I had noticed changed exit signals but I could not figure out the circumstances under which this happens. Now it's clear that its a serious bug which makes all our past analysis which we has done laboriously spending countless hours is suspect and can not be relied upon.



[Edited by Vinay on 9/19/2018 9:24 AM]

Attached file : Stops.zip (2KB - 329 downloads)

Deleting message 45421 : Serious Issue with OmniLanguage Stops


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