OmniTrader Forum OmniTrader Forum
Main
forums calendars search
Threads
today this week
Jump To Forum
 
Account
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


This message cannot be deleted. It is the first message of the thread.
Administrators or moderators may choose to delete the entire thread

 
Buffalo Bill

Legend
50025
Posts: 539

Joined: 10/3/2006
Location: Stafford, VA

User Profile 
Subject : Allocation issue
Posted : 3/28/2020 8:23 PM
Post #46880
OK I was working on my ATM3 Smart Calls method and looking at a Port Sim result when I noticed something that was unexpected.

I set the Allocation method in EACH market state to Fixed $ - $1500. Each one. Optimization of the allocation is NOT checked. Each MS is exactly the same. BUT PS shows VARIABLE amounts of money used - from $300 to $3700 with an AVERAGE allocation of about $2000. Shouldn't all those numbers be right around $1500? Maybe less for some entries, ok, but never a ton more OR it should be allowed only up to a maximum amount of $ we set.

Now autotrade (which I use) is set to round to the nearest 100 shares (required setting for AT using options) and this may be the issue.

What is going on?

See attached

[Edited by Buffalo Bill on 3/28/2020 8:27 PM]
Attached file : ATM3 Smart Calls method allocation issue.jpg (225KB - 292 downloads)

Deleting message 46880 : Allocation issue


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.