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ZedandMaynard
Posts: 156
Joined: 12/13/2003
Location: Sacramento, Ca
 User Profile |
After viewing Jeff's startup vid for ATM RS I was unable to select the Run Scan(s) dynamically in the To Do List, required for proper run.
Just an FYI.
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ZedandMaynard
Posts: 156
Joined: 12/13/2003
Location: Sacramento, Ca
User Profile |
Update to Above Post:
I noticed I tried the initial run with MY SYMBOLS when running the To Do List. Therefore the Scan(s) Dynamically check box grayed out.
Selecting ATM RS Boost in Omniscan and then running the To Do List has the Run Scan(s) Dynamically check box available. Can't remember if I had ALL LISTS in this profile selected?
As long as All LIST IN THIS PROFILE is selected in the TO DO, all works. Can't delete previous post so just an FYI if you do an intial run as I did withOUT all the proper boxes selected.
:/
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gary
Posts: 16
Joined: 12/13/2003
Location: Houston, TX
User Profile |
is RS boost a mechanical version of the rocket trade method that Ed developed?
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DesertDude
Posts: 108
Joined: 12/15/2003
Location: Texas
User Profile |
I hope so.
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rob_i
Posts: 14
Joined: 12/24/2003
User Profile |
I"m on 2021 2E and downloaded ATM4 with RS Boost today through the Shopify site.
The behavior I see is a bit different:
1) Enabled RS Boost Scan list
2) If running TO DO while in My Symbols, Run Scan(s) Dynamically is not an option - even if you go into the DSS tab and enable. If DSS in enabled, Process DSS is selectable and Current List is forced. ALL Lists is darkened.
3) If running TO DO while in RS BOOST scan list, you need to Enable DSS in the DSS Tab, then Run Scan(s) Dynamically is selectable, Process DSS is selectable, but Current List is forced. If DSS is turned off and All Lists in this Profile is selected, Run Scan(s) Dynamically is not available. Then turning on DSS forces current list only.
On Jeff's youtube vid, he was able to select Run Scan(s) Dynamically without DSS being checked and was able to select All Lists in this Profile instead of Current List being forced.
Was just wondering what behavior we should expect. Thank you.
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
Let me try to clear that up. Do not select DSS in any shape or form as that isn't involved in any of this.
You need to open OmniScan, enable the ATM RS Boost scan, then close OmniScan. You did that in step one, great.
The scan will be selected in the Focus List at that point. If it isn't you need to select it.
Once the scan is the active list, right-click anywhere inside the Focus List area and select "Set as Dynamic Scan." That's a new setting & will allow the dynamic functionality to be available in the ToDo List when "All Lists in this Profile" is selected. Otherwise Run Scan(s) Dynamically will be grayed out due to not having an active dynamic scan in the profile.
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
| is RS boost a mechanical version of the rocket trade method that Ed developed? |
It is not related to RocketTrade, no.
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rob_i
Posts: 14
Joined: 12/24/2003
User Profile |
Thank you, Barry. That worked like a charm.
*Update* - Sorry - the directions are in the Boost Manual (palm slaps forehead)
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edahlb
Posts: 36
Joined: 1/6/2004
Location: Fort Lauderdale, FL
User Profile |
Shouldn't dynamic scan work without ATM RS Boost with OT2021 2E?
If I right click in the focus list in a selected OmniScan, I don't get the "Select as Dynamic scan" listed as an option.
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
edahib:
Before ATM4 what you would have to do is make sure your Focus List was the OmniScan you wanted to use Dynamically and then in the To Do List check the box that says "Run Scan(s) Dynamically" and then "Perform Selected Tasks". The Focus List OmniScan you were running Dynamically would turn light blue in color to let you know it was in the "Dynamic" mode.
Tom Helget
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
| Shouldn't dynamic scan work without ATM RS Boost with OT2021 2E? |
Yes.
| If I right click in the focus list in a selected OmniScan, I don't get the "Select as Dynamic scan" listed as an option. |
If your Focus List's active list is set to an OmniScan & right-clicking the Focus List does not have the "Set as Dynamic Scan" setting, that probably means that the scan is using a Fundamental criteria that isn't supported historically, & therefore dynamic cannot be run on it.
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edahlb
Posts: 36
Joined: 1/6/2004
Location: Fort Lauderdale, FL
User Profile |
You are correct Barry. Thanks!
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Shortlandj
Posts: 38
Joined: 12/2/2005
Location: UK
User Profile |
Hi Barry,
After installing ATM RS Boost and running it out of the box with no changes, except for selecting the ATM RS Boost scan and setting it to 'Dynamic', I am getting a Average Ann ROI of 48%. In the marketing and the video presentations I can see it is supposed to be 59%.
I know it's not much to go on, but any idea why I am seeing these differences?
I have reinstalled ATM4 RS Boost and Omnidata which has not helped.
Thanks
James
 Attached file : Port Sim.jpg (427KB - 341 downloads)
Attached file : Signals.jpg (703KB - 311 downloads)
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Shortlandj:
Have you made sure you have enabled the ATM RS Boost OmniScan to ensure you were getting the benefit of those trades - check out Jeff's tutorial video in the Nirvana Systems Store.
Tom Helget
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
James, that is what it looks like if the scan isn't incorporated. Make sure first that under Help/About that ATM4 & ATM RS Boost are both registered. If not run Get My CDKeys. Otherwise, check in that profile that ATM RS Boost is enabled & the list is blue (indication that it's set as a dynamic scan), then make sure the ToDo List is set to run dynamic scans, run analysis on all lists, & run portfolio simulation. Click Perform & it should work.
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Shortlandj
Posts: 38
Joined: 12/2/2005
Location: UK
User Profile |
So I reinstalled RS Boost again, everything is registered and I did a run without enabling the Dynamic Scan and have attached the results. Then I enabled the Dynamic Scan and it increased the Avg Ann ROI by only about 1%.
Everything looks like it is setup correctly, so I'm a bit confused about what is happening here. Any more ideas would be gratefully received.
Thanks
James
Attached file : Without Dynamic Scan.jpg (430KB - 320 downloads)
Attached file : WIth Dynamic Scan.png (133KB - 320 downloads)
Attached file : Dynamic Scan Enabled.jpg (454KB - 302 downloads)
Attached file : To Do List.jpg (703KB - 297 downloads)
Attached file : Registrations.jpg (498KB - 290 downloads)
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Shortlandj:
The Focus List you should be looking at is All analyzed Symbols and not My Symbols. It should also be the Trade Source Focus List in your Portfolio Simulation Settings with the Strategy there All Strategy Voting.
Tom Helget
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
Thanks for the screenshots, James. Ok try this:
- Under Edit -> Data Settings -> Advanced -> Stocks tab, make sure for OmnData Stocks that Automatic Split Adjustment is the only setting enabled in the tab.
- Under Tools -> Options -> Data, make sure Filter Data of Possible Bad Bars or Ticks is enabled.
- Under Edit -> Exchange Information, make sure NASDAQ is the default exchange.
If you had to change any of those settings, restart OT, then run the ToDo List again to download data, run dynamic scan, run analysis, & port sim.
If the results are still off, look at the Port Sim trades report at the very end. The Open Positions should have some trades open for the HighFlyers market state showing there. Let me know if they show up or not.
If you do see HighFlyers trades at the end of the Port Sim report, I would then recommend reinstalling OmniData. (Close OT, rename or delete the …/Nirvana/OmniData folder, then install from here.
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
James:
Not to steal from Barry's excellent advice I thought I would put together a little pictorial presentation of the ATM RS Boost Configuration for others that might be struggling to get up and running.
First in OmniScan make sure you have enabled ATM RS Boost. It does not come that way and must be done manually:
Once the ATM RS Boost OmniScan is enabled return to the Focus List and select it and right-click on it. Choose Set as Dynamic Scan:
Your ATM RS Boost Focus List Setting should now have turned teal in color confirming it is indeed set up to Scan Dynamically:
Next choose Mode....Portfolio Simulation and make sure your Portfolio Simulation Settings Trade Source Tab looks like this:
Now choose Mode.....Real and select All Analyzed Symbols as your current Focus List:
I just ran my To Do List making sure Run scan(s) Dynamically was checked:
and got the Focus List appearance immediately above. As it is Friday afternoon all my current trades will be closed - however no new trades have yet been selected so there are no in-trade signals.
I hope this helps!
Tom Helget
Attached file : Enable ATM RS Boost OmniScan.jpg (20KB - 1918 downloads)
Attached file : Set ATM RS Boost As a Dynamic Scan.jpg (103KB - 1927 downloads)
Attached file : ATM RS Boost Enabled As A Dynamic Scan.jpg (43KB - 1930 downloads)
Attached file : Portfolio Simulation Settings Trade Source Settings.jpg (236KB - 1936 downloads)
Attached file : ATM RS Boost Focus List is All Analyzed Symbols.jpg (135KB - 1926 downloads)
Attached file : ATM RS Boost To Do List.jpg (60KB - 1860 downloads)
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Diamondjag
Posts: 270
Joined: 11/25/2006
Location: Brighton, Co.
User Profile |
Tom, Thanks for taking the time to put this together!
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Diamondjag:
You're most welcome!
I know many who had some problems with ATM RS Boost since they hadn't enabled the ATM RS Boost OmniScan initially - unfortunately Nirvana can't do that in the installation. If you fail to do it you will never get the benefit of these "Rocket-like" trades.
Also looking at the My Symbols list will never show the results of the ATM RS Boost OmniScan - only if you look at its Focus List or the All Analyzed Symbols Focus List can you see those trades. Again, unfortunately, Jeff indicated in the tutorial on the Nirvana Systems Store to look at the My Symbols List but, once again, the ATM RS Boost OmniScan results never ever show up there.
Tom Helget
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tradermike
Posts: 116
Joined: 12/21/2004
Location: Folsom
User Profile |
That is some high quality help there Tom!
Thank you :)
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Jim Dean
Posts: 3022
Joined: 9/21/2006
Location: L'ville, GA
User Profile |
Well done, Tom!
Those snaps should be in Help for ATM4 imho.
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
Barry, James
Just did a couple of runs.1st was right out of the box and 2nd was with all of Barrys' recommendation
My results match James almost to the tee
I did not see a 'High Flyers' trades at the end of the report. I did not see a line in the report 'Open Positions'
My default template has no resemblance to James
I can attach files if wanted
Thanks
James (another one)
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
Tom.
Thanks for your detailed help. Checked all my settings and ran it again. Sorry to say results did not improve
James
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
James:
I am truly sorry to hear that.
But I have one other suggestion that I don't think Barry touched on depending on the answer to the following question.
When you examine your Equity Trades Report in the Portfolio Simulation do you ever see trades being taken in the High Flyers Market State like I have outlined below?:
They may not appear often and a High Flyer trade certainly didn't present today.
Thanks,
Tom Helget
Attached file : Scoping Out High Flyers.jpg (277KB - 869 downloads)
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
Tom,
I have similar Trades 03/20/20 GNMK High Flyers and 03/24/20 WTRH high flyers but none of the other high flyers show.
Most of the Steady Gains and Nasdaq Market State trades are there.
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
JEM:
Well, I have to admit I didn't expect that.
So, what I am now going to suggest may sound a bit radical, but I had a "similar" problem about a month ago. It is documented here:
https://www.omnitrader.com/currentclients/proforum/thread-view.asp?threadid=2227&start=26&posts=38
Basically I had to reinstall my OmniData in order to get the result I was trying to achieve. It took a while but it did the trick. The reason I think this might help you too is because you are apparently getting trades from all three Market States of ATM RS Boost but it might be that you don't have enough capital in you account to make some of the purchases. And that might be because sometime in the past, based on faulty data, you didn't execute a trade as well as possible.
So, here is a little summary of my experience. First after you downloaded the OmniData/OmniScan application at:
https://www.omnitrader.com/currentclients/OmniData/index.asp
crank it up and completely uninstall OmniData. This was based on Jim Dean's advice and it worked just fine:
Restart your computer and crank up the OmniData application once again and install OmniData. This takes a while and you are really not done even now. You have to start OT up and it will fill in the data that the application doesn't supply. You will also be asked to reinstall all of your OmniScans.
You are in luck as OmniData has been recently updated:
Finally should you really even try this since it will probably take the better part of a couple of hours? Well, that is a personal matter. As Jim Dean says above you might have to do it every three years or so. Barry says most likely never unless there is a problem. In my case I honestly think I had reinstalled OmniData no more than a couple of years before I recently did it again.
So, before you embark on any of this ask yourself how current you think your OmniData might be. If it has been several years other than loosing some time (and being really anxious while doing so) you really have nothing to loose and everything to gain.
On the other hand I know the Nirvana Folks are real anxious to get you up and running with ATM RS Boost and maybe someone on Monday can take control of your computer and discover something I haven't though of. Nevertheless you might want to keep the OmniData reinstallation idea in mind in case you require it in the future.
Tom Helget
Attached file : Completely Uninstall OmniData.jpg (55KB - 841 downloads)
Attached file : How Often Should OmniData Be Reinstalled.jpg (141KB - 825 downloads)
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mholstius
Posts: 175
Joined: 1/13/2017
User Profile |
First...
Tom, that was a really nice recap of how to set things up you posted yesterday. Thanks
Also, nice recap on Omnidata that you just posted as I was writing this.
And then FWIW: I don't have a clue if this observation has anything to do with anything, but I noticed that Shortlandj was using the British Pound as currency... can the exchange rate make a difference somehow in the size of some trades over time?
Just a stab in the dark,
Mark
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Mark:
You sure have a sharp eye!
Shortlandj's Final Equity shown near the start of this thread was 4,273,968 POUNDS.
At the current conversion rate to dollars:
That would be $5,855,336 a little off of my $6,495,274 but the conversion rate was varying every day for the little over 10 year period of the Portfolio Simulation.
And it might also be JEM's problem as well as I see he resides in British Columbia.
Tom Helget
Attached file : Pound to Dollar Conversion Rate.jpg (7KB - 826 downloads)
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
Good Morning All,
Tom,
I performed a complete uninstall/install yesterday. I think it all worked perfectly - or at best I did not get any messages that I was messing up.
ATM RS Boost profile was missing so I reinstalled it and went through the routine of setting it up BUT right clicking on Focus list does not offer the opportunity of selecting 'set as dynamic scan'. This option was available before the uninstall/install operation.
Any ideas ?
I will keep trying but any of your broad knowledge will be much appreciated
Jim
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Jim:
The only thing I can think of is to make sure you have enabled the ATM RS Boost OmniScan in the Profile and then, in ITS Focus List, right-clicking "Set as Dynamic Scan". Since you reinstalled ATM RS Boost you might just want to Download your CD Keys just to make sure something didn't get messed up there.
Also did you see the observation Mark Holstius made about another user who was having problems using Pounds as his base currency instead of the USD? I noted that you were in British Columbia and also may not be using the USD as your currency.
If all this doesn't help please get on to the Nirvana Folks on Monday - they can remotely take control of your computer and set you straight. I know because they have done so several times in the past for me and some of my friends.
Tom Helget
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
Thanks for your help Tom,
I still have the problem so off to Support on Monday.
I did notice the pounds sterling issue you brought up but since he started with the same amount of pounds as you and others did but in US dollars, I felt the % outcome should be the same.
Also in my case I am using US$.
cheers
Jim
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Jim:
I am so sorry I wasn't able to bring you to a happy resolution.
As far as the different currencies go remember that the conversion rate varies from day to day and so you might be able to buy more shares one day, fewer another and maybe even lose on your exit even if the stock has gone up because your currency has gone down relative to the USD and now is worth less.
Tom Helget
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
very true
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Shortlandj
Posts: 38
Joined: 12/2/2005
Location: UK
User Profile |
Tom and Mark, thanks very much for your suggestions and guides, it is appreciated.
Barry, I checked all the data settings you suggested and all looks correct. Over the weekend I reinstalled OT2021 and Omnidata but the results are the same as before.
I am showing HighFlyers trades at the end of the trade report but the Avg Ann ROI us still showing as 45%.
I don't believe it is a currency issue as I have always been able to match the equity curves in the past..
Attached file : Port Sim.jpg (447KB - 220 downloads)
Attached file : Trades Report.jpg (464KB - 242 downloads)
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Shortlandj:
You are correct they don't match in the percentage comparions:
And it would appear that you are missing a High Flyer and NASDAQ 100 Open Position Trade (ASMB and INTC) in your Equity Trades Report:
Tom Helget
Attached file : ATM 4 Boost Portfolio Simulation Comparison.jpg (202KB - 675 downloads)
Attached file : Open Positions Comparison.jpg (227KB - 689 downloads)
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
The currency doesn't make a difference. The numbers are identical either way.
This difference is most likely due to data changes. The generated results are from over 10 years of data for about 2178 stocks. With each passing day, more & more symbols receive historical data fixes or adjusted splits, like GRPN for example. All it takes is one symbol to make a drastic difference in results especially if that was a stock that traded early on in the Port Sim results.
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Shortlandj:
A thought occurred to me mulling over Barry's comments.
One of the Criteria Rules for the ATM RS Boost OmniScan specifies a Close less than 10:
But $10 or 10 pounds? How does that criteria show up in your OmniScan?
If it isn't in pounds you might want to adjust it by dividing by the current exchange rate (1.37) to get 7.30 pounds and see if that makes the difference. You just might have been trading some Boost securities that were over the mark and that led to the "butterfly" effect Barry described.
Tom Helget
Attached file : ATM RS Boost OmniScan Criteria Rules.jpg (17KB - 642 downloads)
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
Tom, the results are identical (for scans, analysis, port sim, etc) for different currencies.
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Barry:
Thanks - just hypothecating since I am not an international user.
Tom Helget
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
Barry et All
I am repeating myself but think there maybe a clue in this situation
My results are identical to Zelands Suggesting something we have activated or not activated.
I have tried everything that I know of and have benefitted from all of the forum posting especially those of Toms' but still have the same problem
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vann day
Posts: 2
Joined: 12/26/2003
User Profile |
I am also getting the same results as shortlandj.
ROI of 45%.
Vann
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
JEM and Vann:
That is indeed very curious!
Although Barry says it has no influence I am just curious to know what currencies you fellows are employing in your OmniTrader.
Thanks,
Tom Helget
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vann day
Posts: 2
Joined: 12/26/2003
User Profile |
US $
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
US$
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Guys:
Thanks for your replies - another theory out the window!
Sorry I can't think of anything else at the moment to be of help to you both.
Tom Helget
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mholstius
Posts: 175
Joined: 1/13/2017
User Profile |
Good evening all...
My machines are tied up with my current project on futures, so I'm not commenting from experience with ATM RS Boost - however here's another shot in the dark.
Do you have enough data loaded prior to 1/1/2010 to account for the warm up periods necessary for whatever calculations are being done?
May I suggest that you load data starting at 1/1/2008 or earlier (just to have a decent pad) and then run the simulation starting on 1/1/2010 as you've been doing?
Like I said - a shot in the dark.
If it's the answer, all the credit goes to Jim Dean. He's been advising us about that for a very long time...
Mark
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
Good suggestion Mark
I forget how todo so
Sorry
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Mark and JEM:
The ATM RS Boost To Do List has these fixed settings in the Profile provided:
And Edit...Data Periods gives the following:
That is enough to get any security that goes back that far (like INTC) to the day before my birthday in May, 2009.
Tom Helget
Attached file : ATM RS Boost To Do List.jpg (79KB - 551 downloads)
Attached file : ATM RS Boost Data Periods.jpg (25KB - 559 downloads)
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mholstius
Posts: 175
Joined: 1/13/2017
User Profile |
Oh well...
Next step is kinda involved, but since everyone already is...
One of you with the bad results could export all your trades to excel from the port sim and then compare them with an export of Tom's good results...???
Might help find what's causing the difference in the results.
Good luck - I've gotta go for the evening,
Mark
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Mark:
I love the way you said that so casually and then quickly exited stage left.
If either of you are interested in following up on Mark's suggestion attached are the Equity Trades Report up to today in both .pdf and Excel formats.
Tom Helget
Attached file : ATM RS Boost Equity Trades Report.pdf (319KB - 247 downloads)
Attached file : ATM RS Boost Equity Trades Report.xlsx (242KB - 218 downloads)
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mholstius
Posts: 175
Joined: 1/13/2017
User Profile |
LOL... I really did have another part of life to take care of. ;-)
Anyway, I've downloaded your trades, Tom...
If anyone with bad results will do the same, I've developed some ways to do the comparisons over the years and might be able to help with the investigation.
Here's a snag on how to export the trades (be sure to use .xlsx vs .xls)
Mark
Attached file : 01 Export Trades Hint.jpg (141KB - 835 downloads)
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
I'll give it a go later this morning
Thanks all for help
Jim
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Mark:
I think JEM (and many others) would appreciate the "ways to do the comparisons" that you have developed over the years to compare his results with mine now that he has his Equity Trades Report.
Tom Helget
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
You all can stop trying to figure it out. I know what's causing the difference. I'll post shortly.
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
User Profile |
Barry:
That's GREAT!
And thanks so much for investigating this!
Tom Helget
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JEM
Posts: 35
Joined: 1/28/2007
Location: victoria bc
User Profile |
See what happens when you have genius's at work
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
After ATM RS Boost was released, a few days later we changed a parameter (to match the same parameter in the strategy) in the ATM RS Boost scan & then updated the install. It didn't seem to make a difference in our test results, but that verification was incorrect. It did change the results, the results of which you can see posted in this thread.
We have now updated the install back to the original scan parameter, so new customers installing it will not have the issue.
Now, for those that have the alternate results, this is all you need to do...
1. Open OmniScan & select ATM RS Boost.
2. For the 2nd criteria, you want to change two values from 3 to 5.
It will show this:
AVG(RSB_ACC(14,5,"SPY"),3) > AVG(RSB_ACC(14,5,"SPY"),3)[1]
So you want to change it to this:
AVG(RSB_ACC(14,5,"SPY"),5) > AVG(RSB_ACC(14,5,"SPY"),5)[1]
3. Click the "Update List Now" button.
4. Exit OmniScan & run your ToDo List.
I apologize for all the confusion & trouble. Thanks to everyone that helped!
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
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Barry:
Thanks for scoping this out for us. Indeed we could have expanded this thread another 50 pages before we would have noted that.
And since the "5" value seems to give a better all around return with the same drawdown statistics I would assume that it is the value we would all would want to use going forward even if it doesn't match the Parameter in the current ATM RS Boost LP Runners Strategy:
Tom Helget
Attached file : Current ATM RS Boost LP Runners Strategy.jpg (129KB - 727 downloads)
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
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Tom, the difference by changing the strategy parameter is pretty negligible unlike changing the parameter in the scan. Here's the difference for your perusal.
Attached file : Boost.jpg (155KB - 722 downloads)
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Shortlandj
Posts: 38
Joined: 12/2/2005
Location: UK
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Great, thanks Barry and everyone else who has helped!
James
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Anthony Wood
Posts: 8
Joined: 3/28/2021
Location: Stafford
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Forgive me if I have missed an explanation but does RS Boost only enter trades on a Monday at the Open and then close them all on a Friday at the Close ?
I am based in the UK and cannot run this automatically with Interactive Brokers UK and I cannot open a US account because I live outside the US, (even though I have Chicago based Futures accounts with US Brokers) therefore I have to trade this by manually entering and closing the positions.
Does RS Boost ever produce new signals on any other day of the week?
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EYEGUY
Posts: 1543
Joined: 12/12/2003
Location: BALDWINSVILLE, NEW YORK
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Anthony:
Theoretically the ATM RS Boost OmniScan can produce a signal any day of the week and so the ATM RS Boost Profile need be run daily to detect those trades (and exits).
Tom Helget
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
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Thanks Tom, that's right. Currently the HighFlyers market state isn't active, but will be when the VIX index meets this condition: AVG(L,5) > 25. You can add a color chart for that if you want to see it. When that is active trades & exits can occur any day, otherwise it's only going to enter trades at the start of the week & exit trades at the end of the week.
If you're trading manually, what I would recommend is to use OT's paper broker & start with a new account with the exact equity value that you want to use from your broker. Then use AutoTrade to trade into it outside market hours. Then you can view the paper portfolio's orders to see what stocks & trade sizes to place at your broker. And on Friday's it will place market on close orders for any trades that are not in HighFlyers, but those will also show in the portfolio's orders tab.
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Anthony Wood
Posts: 8
Joined: 3/28/2021
Location: Stafford
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Thanks Barry, that is how I am running it, in Auto Mode, Paper broker so the trade sizes are correct.
Therefore, daily routine is :
1) Allow OT to run the ToDo List,
2) Check for new signals
3) Check for any Open Orders to see if any trades are due to close at the close Tue - Thu then
4) Friday it will close all at the close.
That it my understanding, if you can confirm?
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
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This would be your daily routine, Anthony.
Note: If you know beforehand that the HighFlyers market state is not in effect & you also have no open positions from that market state, steps 1 & 2 can be ignored when it is not the first day of the week.
1. Run AutoTrade at least 30min before market open or even the evening before.
2. Check the Paper Portfolio's Open Orders tab for any new orders. Submit each new order manually at your broker. This step will handle both entry & exit orders.
3. On the last day of the week (usually Friday unless there's a Friday holiday), during market hours run AutoTrade's "Update Portfolio" function. This will run the ToDo List & trigger the RS Boost stop for all active trade plans from the Steady_Gains & Nasdaq100 market states. It's set to Market on Close, so the market needs to be open for brokers to accept it. After AutoTrade completes you should see the MoC orders in your paper portfolio. Since you're trading manually you can submit those MoC orders any time you want at your broker as long as it's after market open & at least 20 minutes or so before market close.
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Anthony Wood
Posts: 8
Joined: 3/28/2021
Location: Stafford
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Thanks Barry
Step 3 you suggest running the Portfolio update during market hours to generate the MoC orders, if this was connected to a live account and trading full auto, is this done automatically ?
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Barry Cohen
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If you're using AutoTrade in any way to trade this (even trading to paper portfolio), you'll want to do step 3. Otherwise your trades will not close on Friday & things will get out of sync. The last day of the trading week is the only day that this needs to be done.
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Anthony Wood
Posts: 8
Joined: 3/28/2021
Location: Stafford
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Does it matter if this is done every day, therefore leaving the box ticked permanently? otherwise it isn't fully automatic and you have to remember to check the box on a Friday and uncheck it on a Monday.
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Barry Cohen
Posts: 6338
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The easiest thing to do would be to just keep OT open & AutoTrade running. That's pretty much how it's intended. You can also set up AutoTrade email alerts that let you know when it runs or when a problem arises. Some will use a dedicated PC or a virtual machine so that it doesn't interfere with other things you might be doing.
Otherwise if you need to use OT for other things or you restart your machine or OT, then yes there will be more manual steps to do along with having to remember things.
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Anthony Wood
Posts: 8
Joined: 3/28/2021
Location: Stafford
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I have it running on a VPS for this purpose only.
Thanks for your help today.
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Randy
Posts: 50
Joined: 12/6/2003
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I tried all the fixes in this thread but kept getting a low avg annual return in the 48% range or ~$3.6m end value in the portfolio simulation.
I finally deleted the ATM RS Boost Omniscan and redownloaded/reinstalled the latest versions of the ATM & ATM RS Boost packages & everything started to match up properly.
Thanks for all the great troubleshooting tips to help solve this mystery.
Randy
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Daniel Wilson
Posts: 20
Joined: 1/17/2004
Location: Moses Lake, WA
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Same here with me . . . I couldn't fixed the low equity and higher draw down until I completely deleted both RS Boost profile and the RS Boost scan and re-installed both.
I do have a question as to why "old" open trades of high flyers are still listed. See the screen shot.
Daniel Wilson
Attached file : Screenshot (6).png (135KB - 223 downloads)
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SteveL
Posts: 262
Joined: 8/19/2005
Location: Boulder, CO
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When I first ran ATM RS Boost, I also had "old" open trades. In my case, when I looked at the chart for those cases, I found gaps in the chart - missing data. Deleting the data, and reloading the data fixed those symbols. But I realized there were other symbols with data gaps. So, I ended up reinstalling OmniData.
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SJ
Posts: 49
Joined: 9/28/2012
Location: Olathe, KS
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I am trying to get RS Boost set up to trade on Monday. It is Sunday evening and I manually ran all the To-Do items while connected to a GXTrader paper account. The Focus List shows 9 symbols with ATPos indicating an exit. Of course, there are no positions actually open. If I open Port Sim and look at the latest trades, I see 7 trades from Monday 4/12 and also 2 trades not executed listed for 4/16, a Friday (and they are listed twice, the second time with no shares). These symbols match the Focus List 9 trades. Until I can get OT to think these positions are closed, I'll never see the new trades for Monday.
I tried update portfolio, but that does nothing. After all, the portfolio has no active trades in it. Do I have to wait until market hours to do this to make everything happy? If so, then I miss the opportunity to place Monday's trades unless I delay placing until after the open. Any suggestions?
Attached file : FocusList.png (7KB - 638 downloads)
Attached file : Trades.png (41KB - 607 downloads)
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SJ
Posts: 49
Joined: 9/28/2012
Location: Olathe, KS
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I was having trouble getting the published 2020 performance, but finally got it after following Barry's fix for the OScan. But I had first set the RS Rising filter parameter to 5 as Tom H suggested. There is virtually no difference from 2010 to 2020, but in 2020, using parameter of 5 did show a significant divergence. Performance for 2020 exceeded 300%. 2021 has not shown additional divergence in performance, so it is difficult to say what to expect going forward.
Attached file : Rising RS filter 3 vs 5 w commissions.png (67KB - 553 downloads)
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Barry Cohen
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| I do have a question as to why "old" open trades of high flyers are still listed. See the screen shot. |
This is what you should see in Port Sim. First, the Port Sim test period is fixed, so the end date does not include any trades further than March 2021 unless you modify it to include a test period beyond March 2021.
Secondly, the High Flyers market state submits trades using a trade plan that can have long term trades, & they will only close out when the trade plan's stops are triggered.
Third, the trades you get in Port Sim will usually be slightly different depending on whether or not AutoTrade is used. Without AutoTrade the trades shown in the columns are just taken directly from Port Sim’s open position report. With AutoTrade the trades incorporate your Portfolio account balance. So depending on your Portfolio or broker balance, the trades may differ from Port Sim. For example, Port Sim may show 7 trades, but your Portfolio or broker balance may not have enough money to trade them, so maybe only 5 are traded instead.
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
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I am trying to get RS Boost set up to trade on Monday. It is Sunday evening and I manually ran all the To-Do items while connected to a GXTrader paper account. The Focus List shows 9 symbols with ATPos indicating an exit. Of course, there are no positions actually open. If I open Port Sim and look at the latest trades, I see 7 trades from Monday 4/12 and also 2 trades not executed listed for 4/16, a Friday (and they are listed twice, the second time with no shares). These symbols match the Focus List 9 trades. Until I can get OT to think these positions are closed, I'll never see the new trades for Monday.
I tried update portfolio, but that does nothing. After all, the portfolio has no active trades in it. Do I have to wait until market hours to do this to make everything happy? If so, then I miss the opportunity to place Monday's trades unless I delay placing until after the open. Any suggestions? |
Depending on your Port Sim test period that looks like a Port Sim bug. But if you run AutoTrade it will give you the trades you're looking for. You can run AutoTrade now if you want & you will get the trades. I know it's after market open though, so the entries will be a little later, but to get AutoTrade to enter them automatically to your Portfolio or broker, you would need to switch the AutoTrade setting from "Forming" to "New". Since it's still Monday that would work, but if anyone does that just remember to switch the AutoTrade signal setting AND the run time back to normal.
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TonyJ
Posts: 59
Joined: 12/11/2003
Location: Marietta, GA
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Trying to follow the Quick Start video from Jeff (https://youtu.be/x6gxcVryxu0) and he mentions to make sure that "Run scan(s) dynamically" and "All lists in the Profile" are checked on the To Do List dialog. However, when I check "All lists in the Profile", the "Run scan(s) dynamically" check box is grayed out. On the other hand, if I select "Current list", the "Run scan(s) dynamically" check box is available to be checked. How can I select both "All lists in the Profile" and the "Run scan(s) dynamically" check boxes?
**NEVER MIND**
I went ahead and ran the To Do List using "Current list" and the "Run scan(s) dynamically" check boxes. After that completed, I was able to select both "All lists in the Profile" and the "Run scan(s) dynamically" check boxes in the To Do List. Not sure why the first time wouldn't allow it but it appears to be working now.
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
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| However, when I check "All lists in the Profile", the "Run scan(s) dynamically" check box is grayed out. |
Because you need to right-click inside your scan & click "Set as Dynamic Scan" before the ToDo Dynamic setting will become active with All Lists selected. But the way you did it works too.
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