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SJ

Member
25
Posts: 49

Joined: 9/28/2012
Location: Olathe, KS

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Subject : RE: ATS Trade Ranking Issue
Posted : 2/25/2019 3:35 PM
Post #46031 - In reply to #45562

I've wasted the better part of the day on what appears to be some version of the described problem. I wanted to observe the ranking effects of several parameters by testing them individually both ascending and descending. No matter what I do, the results are making no sense.

To troubleshoot, I created a baseline 10% equity, 1 trade per day method and methods using VTY_PRICE ascending and descending. I fully expected the 3 methods to all get different results. But the two ranking methods are producing the exact same equity curves. I've tried recompiling everything, restarting OT, even moved the ITS files from OT2018 to OT2019 and nothing resolves the problem. At one point I somehow managed to get the three methods to give different results, but after trying to apply an RSI ranking, it didn't work. In fact I was unsuccessful in switching back and getting VTY_PRICE to work again.

I've scrutinized every setting in each method to make sure they are the same (except the ranking). I've examined the ITS.txt files to make sure they reflect all the settings. And as mentioned previously in this thread, I do have formulas for the short conditions set even though I am allowing longs only.

Here is the ranking tab for each of the methods. Any one else seeing or able to reproduce this? I can't take any result I am getting as meaningful.



[Edited by SJ on 2/25/2019 3:39 PM]

Attached file : ATM_trouble.JPG (52KB - 780 downloads)

Deleting message 46031 : RE: ATS Trade Ranking Issue


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