OmniTrader Professional Forum OmniTrader Professional Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
Frank Birch

Veteran
1002525
Posts: 171

Joined: 3/25/2006
Location: UK

User Profile
 
Subject : RE: Strange behaviour of exits in RT
Posted : 2/21/2023 1:41 PM
Post #32204 - In reply to #32201

Hi to all,

I've attached a chart of the ES today trading a mechanical strategy using omni pilot.

If you look at the chart you will see that the fixed loss stop is a tick or 2 off the omni pilot fixed loss stop.
Then take a look at the breakeven stop which replicates a tick or 2 off like the fixed loss stop (horizontal lines)

Now here is the crunch! look at the trailing profit stop it doesn't replicate the vote line trailing profit stop to omni pilot profit stop!!
How can we build strategies to use in real time when the vote line doesn't replicate the omni pilot???
if it was a tick or 2 off but look at the trailing profit stop (vote line) its on a different planet omni pilots marker order???

so the question I ask is how can we near replicate each stops against the vote line to omni pilot other so we can match our back test results to a real trade??

Regards

Frank Birch
Attached file : 21-Feb-23 19-25-06 ES exits.png (179KB - 126 downloads)

Deleting message 32204 : RE: Strange behaviour of exits in RT


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.