Basic Search




We speak

 Contact me for Custom work
or One on One Platform Instruction 

follow me on: 

« 3/6/2013 | Main | 3/3-4/2013 »


03-05-2013 01:26:16
I do have one that has not traded in RTS, even though it backtests fine. Hmmm, I guess we should compare notes.
03-05-2013 11:22:18
Goodmorning all. Just wondering if anyone is getting fills this morning? I have my strat running in RTS and TO since yesterday. I also have strategy entry and exit rules as column headers in Quotes. Portfolio filled yesterday based on risk settings. Exit rule column in Quotes tab show where one of my portfolio stocks should have sold at the top of the hour. TO missed it as did RTS. Have been getting hits in TO for other stocks not currently in my portfolio, but in the symbol list. Just wondering if some work is being performed on the RTS and TO servers?
03-05-2013 11:25:57
No fills this morning although I am getting TO hits
THe TO hits are not turned on in RTS
03-05-2013 11:27:45
I have not had any RTS hits this morning. I have had a order reversal that I am up $250 on 8[
03-05-2013 11:28:14
RR: a short sell in a long strat?
03-05-2013 11:28:59
It was a short strat and went long on the reversal. CREE
Gap broke my stop, a second exit point took it long.
03-05-2013 11:30:03
You have logic to go long in a short strat? Or it went long (by mistake) in a short strat?
03-05-2013 11:30:28
The strat that is giving me trouble uses a flag when a low is found and the reset is set high enough that it won't be true until the trade is under way. The flag feeds a sequence that is fed a trigger that looks for the stock to be climbing off the low.
I have trouble using the sequence
03-05-2013 11:31:17
went long by mistake.
03-05-2013 11:32:11
It works on BT but does not fire live
03-05-2013 11:32:24
ok - thought you might have some wizard logic that allowed you to reverse, which would be cool.
03-05-2013 11:32:48
I have not used a sequence in any of my own strats. I don't think that there are many times that a specific order in signals should matter.
03-05-2013 11:35:24
How else would you apply a sequence of events as I describe where the market sells down to where you calculate it should and then goes long when the calculated price reaches the point you feel the trade should trigger long?
03-05-2013 11:36:20
Cosmo, the strat that I am running that has yet to fire in RTS is just a KeyReversal (From templates) with both Daily and 15min rules. The Daily is sent through a Flag, Long true/Short off. The 15min rule triggers. Works in Backtest but not RTS.
I just use Flags.
03-05-2013 11:37:39
I don't see why there would be a difference as all old strats that gave BT results also gave same real results
The only difference with my strats are they only work off calculated price points and not indicators
03-05-2013 11:39:01
The Sequence works the same as AND except is does care about the order the terms become True.
But both must be True in order to pass through the Sequence node.
and they had to become True in the proper order.
03-05-2013 11:41:59
So when A is true as long as the feed to A does not reset it will wait until B is true and then give a true at the output...right
Also should I use GT rather than cross
03-05-2013 11:44:20
Yeah, that is how it should work. My thinking is that a AND would do the same job. The trigger will not do anything unless the other term is true anyway.
GT will leave the window open for a True condition. The cross is only true at the point of the cross (actually next bar)
03-05-2013 11:47:25
The cross may be a problem then however I don't understand why it returns results in BT but not live
03-05-2013 11:47:49
Is the cross feeding the Flag?
03-05-2013 11:47:56
Both on and off
trigger for B of sequence is cross which should be ok
03-05-2013 11:49:07
Hmmmm, it should more or less behave the same then. Once the Flag is set True it should remain True until reset.
03-05-2013 11:50:18
That is what I thought with the flag...I thought it locked once it received a true
Like an input from a one shot multivibator
03-05-2013 11:52:43
That is how I use it. And it generally works. It is just this one simple strat that seems to not work in RTS. 
There are not a lot of moving parts in it, but it does use a Flag.
Dan is suppose to be calling me a bit later to talk about another issue. That Entry Price rule I posted in the ProdigioRTS forum the other day.
03-05-2013 11:55:55
What if there is price noise at the 1min time should keep A locked even if A triggers multiple times before B triggers
03-05-2013 11:56:20
I was wondering about that also.
You said your reset was out of the way but how out of the way.
03-05-2013 11:58:05
I'm trying to catch the "fang" dow or up for input A and the 1min is needed since the bots don't stay at that level for very long
03-05-2013 12:02:26
Hmmm, looks like that link didn't work.
I'm thinking that Dan is going to tell me that the capture is working as expected. That I am capturing the first point in the data stream that my trigger rule finds and that is held from then on. Rather then re-initializing the Capture at a new position for each symbol.
03-05-2013 12:27:52
I get the same BT results using the < and > instead of cross. I'll let the strat run like this for a few days and see what happens
03-05-2013 01:27:04
Just wondering if anyone else noticed this over the weekend. I was playing with adding my rules as column headers in the Quotes tab. For a very short while, instead of displaying the normal red or green signal boxes, it displayed a numeric value which I assumed must be the value the rule was working with at the time. This was Friday evening. Signed on Saturday and could not get the same thing to happen. Not sure if they were testing something different or not.
03-05-2013 02:20:22
Hmmm, I didn't see that. I don't see how a value could be passed but..... I mean there could be many values to pick from for some rules.
Dan sent me a reply about my "Entry Data Capture" rule. It is as I said above. The Exit Rules don't know when a position is taken or not. The rule is just looking at the data stream and sending signals on what it sees there.
I added a link to Dan's table describing the sequence of logic timing in my last comment in the thread.
03-05-2013 05:46:00
Bruce, any chance today's webinar was recorded?
03-05-2013 05:48:52
The IBD webinar?
03-05-2013 05:49:05
03-05-2013 05:49:31
I think they said it would be at bot OH and IBD sites
bot = both
03-05-2013 05:50:19
excellent... is the startup for OH Prodigio trading still later this month?
03-05-2013 05:52:04
That is what they say they are shooting for but they won't give me a hard comment yet. I ask almost every other day ;)
03-05-2013 05:53:20
Ok, when I open my main account with them I'll make sure to mention you .... is there anything specific I should say?
03-05-2013 05:54:21
If you go through one of the links on my site it should be automatic.
03-05-2013 05:54:37
ok, good... later
03-05-2013 05:55:08
Later, have a good one.

Reader Comments

There are no comments for this journal entry. To create a new comment, use the form below.

PostPost a New Comment

Enter your information below to add a new comment.

My response is on my own website »
Author Email (optional):
Author URL (optional):
Some HTML allowed: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <code> <em> <i> <strike> <strong>