OmniTrader Upgrade Forums
ATM
ATM RS Boost
80 replies, 8180 viewings
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OmniTrader Upgrade Forums
ATM
ATM RS Boost
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Last Activity 4/21/2021 9:48 AM 80 replies, 8180 viewings |
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mholstius Veteran   Posts: 175 Joined: 1/13/2017  User Profile |
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 | ||
| EYEGUY Icon   Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK User Profile |
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 - 246 downloads) Attached file : ATM RS Boost Equity Trades Report.xlsx (242KB - 217 downloads) | ||
| mholstius Veteran Posts: 175 Joined: 1/13/2017 User Profile |
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 [Edited by mholstius on 4/13/2021 7:07 AM] Attached file : 01 Export Trades Hint.jpg (141KB - 834 downloads) | ||
| JEM Member Posts: 35 Joined: 1/28/2007 Location: victoria bc User Profile |
Thanks all for help Jim | ||
| EYEGUY Icon Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK User Profile |
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 | ||
| Barry Cohen Sage  Posts: 6338 Joined: 1/19/2004 User Profile |
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| EYEGUY Icon Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK User Profile |
That's GREAT! And thanks so much for investigating this! Tom Helget | ||
| JEM Member Posts: 35 Joined: 1/28/2007 Location: victoria bc User Profile |
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| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
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! | ||
| EYEGUY Icon Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK User Profile |
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 [Edited by EYEGUY on 4/13/2021 2:01 PM] Attached file : Current ATM RS Boost LP Runners Strategy.jpg (129KB - 726 downloads) | ||
| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
Attached file : Boost.jpg (155KB - 721 downloads) | ||
| Shortlandj Member Posts: 38 Joined: 12/2/2005 Location: UK User Profile |
James | ||
| Anthony Wood Member Posts: 8 Joined: 3/28/2021 Location: Stafford User Profile |
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? | ||
| EYEGUY Icon Posts: 1543 Joined: 12/12/2003 Location: BALDWINSVILLE, NEW YORK User Profile |
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 [Edited by EYEGUY on 4/15/2021 7:10 AM] | ||
| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
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. | ||
| Anthony Wood Member Posts: 8 Joined: 3/28/2021 Location: Stafford User Profile |
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? | ||
| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
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. | ||
| Anthony Wood Member Posts: 8 Joined: 3/28/2021 Location: Stafford User Profile |
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 ? | ||
| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
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| Anthony Wood Member Posts: 8 Joined: 3/28/2021 Location: Stafford User Profile |
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| Barry Cohen Sage Posts: 6338 Joined: 1/19/2004 User Profile |
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. | ||
| Anthony Wood Member Posts: 8 Joined: 3/28/2021 Location: Stafford User Profile |
Thanks for your help today. | ||
| Randy Regular Posts: 50 Joined: 12/6/2003 User Profile |
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 | ||
| Daniel Wilson Member Posts: 20 Joined: 1/17/2004 Location: Moses Lake, WA User Profile |
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 - 222 downloads) | ||
| SteveL Veteran Posts: 262 Joined: 8/19/2005 Location: Boulder, CO User Profile |
[Edited by SteveL on 4/18/2021 2:45 PM] |
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