John W Regular  Posts: 87 Joined: 8/1/2011 Location: Sydney, NSW, Australia  User Profile | I tried BarDayOfWeek() < BarDayOfWeek()[1]. It creates a signal on Monday but OT then doesn't appear to trade that signal until Tuesday. That's using daily bars. As an alternative I tried BarDayOfWeek()=6 as a criteria rule plus the ranker you mention to sort and find the top 10 using the pencil icon and a custom list. This did replicate the 10 Resilient stocks chosen in Omnifunds, and that did mean OT would place the trades on Monday if I let the system run automatically. Regarding ranker. The pencil icon and custom list with the ranker does work. You can also create a dynamic list for backtest. But there is an issue perhaps for Barry to have a look at if no one else can see an answer - on a chart if you create a long filter BarDayOfWeek()=6 it creates signals only from Oct through April each year, but no signals outside those months. Very weird and means that BDOW=6 as a criteria rule or filter is likely to stop working soon.... The second issue is in PortSim. Although OT did create 10 stocks for entry last Monday, PortSim only entered 9. I need to check this some more, but just wanted you to know that you need to be careful to ensure you are getting the results you expected and to check everything thoroughly before ponying up. Q1. To get OT out of the trade on Monday, that requires an exit signal on Friday. I did create an Omniscript exit BarDayOfWeek()=5 and that 'seems' to work, is there any other way to do this? Q2. does anyone know what happens if there is an exit signal and an entry signal for the same Monday bar, how does OT handle that? Final thought - below is the Portsim result if $10K had been placed on each of the 10 positions, but as per the above discussion only 9 of those were captured by Portsim, here is the result for those 9! I'm in social isolation with my wife and nowhere to run, so please don't tell her I didn't trade these positions last Monday! [Edited by John W on 4/11/2020 2:05 AM]  Attached file : Weird.png (35KB - 1647 downloads) Attached file : Social Isolation.png (8KB - 1708 downloads) |
