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OmniLanguage Discussion
Why are entry signals being passed by?
10 replies, 4904 viewings
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OmniTrader Professional Forum
OmniLanguage Discussion
Why are entry signals being passed by?
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Last Activity 10/5/2024 12:51 AM 10 replies, 4904 viewings |
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kmcintyre Veteran   Posts: 132 Joined: 9/12/2007 Location: Valley Center, CA  User Profile |
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 | ||
| Jim Dean Sage   Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA User Profile |
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. | ||
| kmcintyre Veteran Posts: 132 Joined: 9/12/2007 Location: Valley Center, CA User Profile |
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 - 344 downloads) | ||
| Jim Dean Sage Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA User Profile |
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| kmcintyre Veteran Posts: 132 Joined: 9/12/2007 Location: Valley Center, CA User Profile |
I'll see if Barry can look at this for me. I really appreciate your insights, Jim. Keith | ||
| Jim Dean Sage Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA User Profile |
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. [Edited by Jim Dean on 1/2/2015 7:37 PM] | ||
| SteveL Veteran Posts: 133 Joined: 2/15/2007 Location: Boulder, CO User Profile |
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: [Edited by SteveL on 1/3/2015 12:46 PM] Attached file : 2015-01-03_11-34-59.png (90KB - 587 downloads) Attached file : #KeithMcIntyre.ots (920KB - 344 downloads) Attached file : #Test.otp (868KB - 317 downloads) | ||
| kmcintyre Veteran Posts: 132 Joined: 9/12/2007 Location: Valley Center, CA User Profile |
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 | ||
| SteveL Veteran Posts: 133 Joined: 2/15/2007 Location: Boulder, CO User Profile |
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. | ||
| kmcintyre Veteran Posts: 132 Joined: 9/12/2007 Location: Valley Center, CA User Profile |
Thanks Keith | ||
| SteveL Veteran Posts: 133 Joined: 2/15/2007 Location: Boulder, CO User Profile |
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