jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | However, when you manually issue a compile via the OmniLanguage interface, the changed settings found in the strategy once again are applied. My steps to reproduce: 1) Delete the files per Vinjay's original post. 2) Start OT and construct a strategy where the TP block has one stop loss stop based on your OL scripts. I also configured the ToDo list to include only this new strategy to prepare for the run. 3) Shutdown OT and delete the files again. 4) Start OT and run the test using the new strategy with the default OL Stop parameters. I saved off the performance reports (summary and detail) for the Baseline. I then switched to Port Sim, ran the analysis and captured all trades and statistics report. 5) Returning to Live mode, I modified the strategy's TP to adjust the parameters. I used 2, 2, 2, 0.1, 0 in that sequence which modified a number of the default parameters. The values don't matter other than a change occurred. I then clicked OK on the TP window and OK on the Strategy window. 6) Execute a second ToDo list run, clicking Force for All Symbols. This clears out the results from the prior run. I captured the same 4 basic reports as in step 4, saving them as Run2. I observed a significant change in results. 7) Shutdown OT. I captured the OT.log and included it in the attached zip. 8) Restart OT. Execute a third ToDo list run, checking Force for All Symbols. Capture the same 4 basic reports as in step 4, saving these as Run3. The expected result is that the results should be identical to Run2, however the actual results are identical to the baseline run. 9) Launch the OmniLanguage Editor, Build all Projects, close the OmniLanguage Editor. 10) Execute a fourth ToDo list run, checking Force for All Symbols. Capture the same 4 basic reports as in step 4, saving these as Run4. The observed results are now identical to Run2, reflecting the change to the parameters as overrides to the default in the OL script. The work around here is to use the OmniLanguage editor to Build all projects prior to executing any ToDo list run. I did not test Hafnium's suggestion to conduct a Save As to create a new TP template. You will also note that I did not delete any files between OT shutdown and startup as Vinjay did to eliminate other factors. The only delete occurred prior to and after the initial setup. The attached zip contains all logs, OL Stop Script, Strategy, Profile, and all reports. [Edited by jpb on 9/19/2018 12:15 PM]  Attached file : Results.zip (6619KB - 0 downloads) |
