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OmniTrader 2018 Technical Support
Signal can change if Filter referes other Symbol
Last Activity 5/11/2020 10:43 AM
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Vinay

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Subject : Signal can change if Filter referes other Symbol
Posted : 11/7/2019 8:56 AM
Post #46442

Recently I developed a Strategy which has a Filter block which refers to other Symbol. Many times in the past I noticed that the Strategy fired new Signals but the next day these were not there.

Initially I could not put a figure on what is causing the Signal to change because it is fully Mechanical Strategy. After lots of efforts I found out that it is being caused by the Filter which has reference to other Symbol.

I have mailed all the details with relevant data files to Barry with steps to reproduce this issue. I have posted here just to warn other users to be careful while using any Filter which has reference to other Symbol.

I want to clarify the I am using MetaStock EOD data for analysis and it is done well after market close, so there is no possibility of data changing for that particular date. Moreover I am running OT-2018 (PR-3B) and I am not sure whether this issue has been fixed in the latest version, though I have not seen any change log mentioning it.

Hope it will be fixed soon on priority basis.

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