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jpb

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Posts: 168

Joined: 5/11/2005
Location: Brown Deer, WI

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Subject : RE: ATM and "Resilient Portfolio" in Omnifunds
Posted : 4/13/2020 3:53 PM
Post #46941 - In reply to #46938

John,
I originally tried BarDayofWeek()=6 in the system, but it never generated any trade signals. I tried various different day values but even using 5 (Friday), never created orders to be executed on Monday. It always wanted to go to Tuesday. Maybe it is because I had a MOO set in the TradePlan.

The only thing that worked for me was to say BarDayofWeek()[1]=4 (which meant I am Friday and should generate an order for Monday.

I reached this conclusion when I would run the TODO, look at the Port Sim trades to see where they were entering and exiting. That's how I made adjustments to the system for firing a long signal and set the number of bars for exit in Trade Plan.

Thanks,
Jeff B.
Deleting message 46941 : RE: ATM and "Resilient Portfolio" in Omnifunds


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