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Vinay

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Posts: 640

Joined: 12/9/2011
Location: Planet Earth

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Subject : ATS Ranking "Enable" setting not working
Posted : 9/28/2018 5:14 AM
Post #45505
The "Enable" setting in the ATS Trade Ranking is not working. Even if any of the Ranker is disabled, the ATS generates same results as it does when it is enabled.

To reproduce this behavior create a copy of any method (say Trending) and disable one of the ranker. Both the original and newly created and modified copy will produce the same results, which indicates that disabling any ranker doesn't effect the results. Now instead of disabling delete the ranker. Now you will get different results.





Although it is possible to change the value of all ranker parameter from main Portfolio Simulation window and the changed values reflect in ATS Methods, but it is not possible to Enable/Disable ranker from the main PortSim window. So if we Enable/Disable any ranker from ATS Methods, it is not apparent from the main PortSim window. It would be very helpful if "Enable" column is also provided in the main PortSim windows.




[Edited by Vinay on 9/28/2018 5:29 AM]
Attached file : ATS.jpg (51KB - 702 downloads)

Deleting message 45505 : ATS Ranking "Enable" setting not working


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