jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | With Trade Rankers, there is an old bug that requires you to enter a formula in both the Long and the Short. I created the attached ATM method and a twin with descending vs ascending and originally got identical results (indicating the ranker didn't work) but then remembered the bug. As soon as I entered a formula on the Short side, then the ranker worked. I also had trouble getting the system to enter a trade on Monday. John's method of BarDayOfWeek() = 6 didn't work in the system -- produced 0 signals for me. I finally checked to see if BarDayOfWeek()[1] = 4 (which would say I'm running on Friday to produce a trade for the next day) seemed to work. I've attached a zip that has: Resilient Test.otp -- the profile I created. Symbols in the profile are not those used in OmniFunds, I just randomly grabbed symbols to test out the ranker. Resilient-test.ots -- the strategy that takes the signal and uses a Trade Plan to place a market on open order for the next trading day (Monday) and a market on close order 4 days later (Friday) to exit. Note that this gets you out every Friday (unless Friday is a holiday). Persistent.its.txt -- the ATM Method with 2 market states. It seems to take 10 positions when the Bear market isn't in play and 11 when the bear market is in play (adding the DOG for the hedge). I defined Bear market simply as the SPY falling below the 50 period moving average. (Sorry for the name "Persistent" - I should have called it Resilient). TradeEveryMonday.txt -- the VBA system to fire a trade that will get placed every Monday (so fires one day prior). Here's the chart that demonstrates the trade ranker is working when you put a formula in the long and short. That one spike was due to bad data. On 3/23/20 PZOO went from $0.00 to $0.0002, trading 643 million shares and making a mint -- all prior runs where the trade was placed on a day other than Monday didn't have that spike. I didn't add in any brokerage fees -- the purpose of this run was simply to test out the ranker functionality. [Edited by jpb on 4/11/2020 10:28 AM]  Attached file : ResilientTest.zip (559KB - 292 downloads) Attached file : ScreenshotPortSim.jpg (289KB - 1658 downloads) |
