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Vinay
 Elite
   Posts: 640
Joined: 12/9/2011
Location: Planet Earth
User Profile |
The "Enable" setting in the ATS Trade Ranking is not working. Even if any of the Ranker is disabled, the ATS generates same results as it does when it is enabled.
To reproduce this behavior create a copy of any method (say Trending) and disable one of the ranker. Both the original and newly created and modified copy will produce the same results, which indicates that disabling any ranker doesn't effect the results. Now instead of disabling delete the ranker. Now you will get different results.

Although it is possible to change the value of all ranker parameter from main Portfolio Simulation window and the changed values reflect in ATS Methods, but it is not possible to Enable/Disable ranker from the main PortSim window. So if we Enable/Disable any ranker from ATS Methods, it is not apparent from the main PortSim window. It would be very helpful if "Enable" column is also provided in the main PortSim windows.
[Edited by Vinay on 9/28/2018 5:29 AM]
Attached file : ATS.jpg (51KB - 654 downloads)
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
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I was able to reproduce it only if I clicked Save As after I disabled the ranker. In that case, the original unchanged method was producing different results when it shouldn't be different. I'll report that. If I clicked Save or Save As first, then made the ranking change, it didn't have any issue.
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Vinay
 Elite
   Posts: 640
Joined: 12/9/2011
Location: Planet Earth
User Profile |
Was this issue ever fixed?
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Barry Cohen
 Sage
      Posts: 6338
Joined: 1/19/2004
User Profile |
I'm not sure, but I tried to reproduce it today in OT2020 & couldn't.
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