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John W

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Posts: 87

Joined: 8/1/2011
Location: Sydney, NSW, Australia

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Subject : RE: ATM and "Resilient Portfolio" in Omnifunds
Posted : 4/11/2020 8:23 AM
Post #46911 - In reply to #46910

Thanks Tom I 'see' what you did.

You asked a question "When you say "the ranker does work" what was your ATM Default Setting for it?"

I wasn't using ATM. Just click on the pencil icon at the top of the Focus List.
That allows you to setup a copy of the "My Symbols" list and rename it (say) "Resilient Symbols".
Exit and go back to the Focus List.
Import a copy of the resilient symbols from Omnifunds into the "Resilient Symbols" list - File, Import, Symbol List, Browse.

Click on the pencil icon again and create a new "Custom List", and rename it (say) "Resilient Weekly 10".
In the Starting Population field refer to the "Resilient Symbols" List.
In the Criteria Rules field put in BarDayofWeek()=6.
In the sort Value field use the indicator that Omnifunds uses for its sort and Select 10 Ascending.

This should create a list of 10 symbols the same as Omnifunds ready to trade every Monday.

You can also create a dynamic version of that custom list for backtesting.

Read my prior post because there may be an issue with BarDayofWeek()=6, and the records in Portfolio Manager.

Also I had some questions, perhaps someone could answer those.

Hope that helps, its bedtime here.
Deleting message 46911 : RE: ATM and "Resilient Portfolio" in Omnifunds


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