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kmcintyre
Posts: 132
Joined: 9/12/2007
Location: Valley Center, CA
 User Profile |
I'm not sure where I should post this, but I figure this will probably catch the eye of the most knowledgeable OT users...
I have a rather simple strategy. The Systems block has one system enabled - ABL-S. So every bar has a long signal. The Vote block does nothing - Vote Method = Majority, Conflicts = generate signals anyway, Advisor cutoff = fixed at 0. The filter block uses one OS statement ( c > c[1] and c[1] > c[2] and c[2] > c[3] ).
So I expect a long signal to fire every time there are 3 rising close prices. And I indeed see the long signals at the Vote line.
The problem I'm having is that many of my long signals are "Not Filled" and have an advisor rating of 0. The signals that are filled have an advisor rating of 61.
Why?
Any help will be appreciated.
Keith
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Jim Dean
Posts: 3433
Joined: 3/13/2006
Location: L'ville, GA
User Profile |
Three things to check:
1. What is the exit? New signals won't be taken if a trade is active
2. If it's trading live using Intraday then the broker exit might not match the OT exit, so real trade continues after OT exit (broker uses diff data)
3. Oddball - go to sys block and in bot right select Nbar exits and set to 1. If this solves the problem it's yet another example of a bug "feature" that I reported a few years ago.
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kmcintyre
Posts: 132
Joined: 9/12/2007
Location: Valley Center, CA
User Profile |
Thanks for the response, Jim.
1) No trade is active when the signal fires long.
2) EOD, paper account
3) I tried tweaking some settings in the sys block to no avail. I'm attaching a png.
Again, the signal is on the vote line. When I click the diamond the Advisor dialog just says "Not Filled" and a rating of 0.
Keith
 Attached file : OT sys block.png (41KB - 348 downloads)
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Jim Dean
Posts: 3433
Joined: 3/13/2006
Location: L'ville, GA
User Profile |
Sorry no other ideas. What version of OT are you using? Have you tried it with an earlier version?
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kmcintyre
Posts: 132
Joined: 9/12/2007
Location: Valley Center, CA
User Profile |
OT2015 is all I have currently installed.
I'll see if Barry can look at this for me.
I really appreciate your insights, Jim.
Keith
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Jim Dean
Posts: 3433
Joined: 3/13/2006
Location: L'ville, GA
User Profile |
Good luck - let us know what you discover.
I always recommend that you keep two versions of OT installed in parallel - the last release of the prior year, plus the new year. This is especially useful during the first several months or so of the new year, as bugs are found and fixed.
Any data downloads you do are accessible by both installations.
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SteveL
Posts: 133
Joined: 2/15/2007
Location: Boulder, CO
User Profile |
Hi, Keith.
Trying to recreate your problem, I've constructed a strategy per your instructions, but I don't see the problem you are describing. I'm running OT2015 PR2C.
See strategy and profile attached. Here's a snapshot of the IBM results:
Attached file : 2015-01-03_11-34-59.png (90KB - 592 downloads)
Attached file : #KeithMcIntyre.ots (920KB - 348 downloads)
Attached file : #Test.otp (868KB - 323 downloads)
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kmcintyre
Posts: 132
Joined: 9/12/2007
Location: Valley Center, CA
User Profile |
Steve,
That's exactly what I expected to see. Every long signal taken.
What are the ots and otp files you attached? Do they allow me to reproduce your test? Where should I copy them? (Sorry, this is new stuff for me.)
Thanks
Keith
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SteveL
Posts: 133
Joined: 2/15/2007
Location: Boulder, CO
User Profile |
Keith,
The OTS file is the strategy you specified. Put it in your Nirvana install directory. The path depends on which Windows OS you are running. I'll assume Win7 or later. Place the .ots file in the Strategies folder, and the .otp file in the Profiles folder:
C:\Program Files (x86)\Nirvana\OT2015\Strategies
C:\Program Files (x86)\Nirvana\OT2015\Profiles
If you like, you can rename the .otp file. Start OT2015, open the profile (whatever name you chose, or my name "#Test") and you should find the #KeithMcIntyre strategy in the profile strategies list. You should be good to go.
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kmcintyre
Posts: 132
Joined: 9/12/2007
Location: Valley Center, CA
User Profile |
It was my entry order in my trade plan.
Thanks
Keith
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SteveL
Posts: 133
Joined: 2/15/2007
Location: Boulder, CO
User Profile |
Great!
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