Mathew

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Viewing 15 posts - 16 through 30 (of 81 total)
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  • in reply to: André Barbault's Cyclic Index #52957
    Mathew
    Mathew
    • Topics: 16
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    • Posts: 1,051

    Hi Ciro,

    That looks very interesting. You can build this with the Analysis Clusters tool. You would have to add all the individual components in but it can be done.

    See this page for more information https://help.optuma.com/kb/faq.php?id=444 Each script would be built to measure the difference in the angles.

    It is also Similar to the Bradley Sideograph (https://help.optuma.com/kb/faq.php?id=895) and the work of Richard Scott (https://help.optuma.com/kb/faq.php?id=893)

    All the best

    Mathew

     

    in reply to: Bardate() does to be missed in if statement #52863
    Mathew
    Mathew
    • Topics: 16
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    • Posts: 1,051

    Hi Mario,

    Remember that when you are comparing something, you need to use the double equals (==). When you use one you are trying to assign 32875 to bardate() which can not be done.

    make it v2 = if( bardate() == 32875, 700,0);

    All the best

    Mathew

     

    in reply to: Back Testing Position Sizing #52787
    Mathew
    Mathew
    • Topics: 16
    • Replies: 1,035
    • Posts: 1,051

    Hi Kim,

    Thanks for that. I am currently doing a big review of the back tester and I’ll see if we can get this added in.

    All the best

    Mathew

    in reply to: DMI OSCILLATOR #52749
    Mathew
    Mathew
    • Topics: 16
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    • Posts: 1,051

    Hi Ciro,

    You can add this script to a Show View tool.

    It will automatically show as green for up and red for down.

    All the best

    Mathew

    in reply to: Rounding Up #52631
    Mathew
    Mathew
    • Topics: 16
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    • Posts: 1,051

    We also have a “Floor()” function which rounds down – but not a “Ceiling()” function. You could put your result in c1 and then add 1 to it

    eg

    c1 = {your result};
    Round(Floor(c1) + 1)

    in reply to: Enhancements to Layers in Optuma #52499
    Mathew
    Mathew
    • Topics: 16
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    • Posts: 1,051

    That would make a big difference – we’ll see what it will take to make that happen.

    in reply to: Gann Square Marker #52495
    Mathew
    Mathew
    • Topics: 16
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    Hi Jim,

    Thanks for your post. This is something that we keep thinking about too. The difficulty is knowing when to tell Optuma to use two mouse clicks v’s just one. There is no way we can anticipate what people want and I do not want to overly complicate the tool in its current operation.

    I think the only solution is to create a new version of the tool. I’ll add that to the schedule but I have no idea on when we will get to it because we still have some major projects that we need to get through.

    All the best

    Mathew

    in reply to: Futures Indicator – Implied Yields #52307
    Mathew
    Mathew
    • Topics: 16
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    • Posts: 1,051

    Just use the curve chart and add in all the contracts.

    https://help.optuma.com/kb/faq.php?id=1007

    in reply to: New Indicators for Optuma Statistical Module #52303
    Mathew
    Mathew
    • Topics: 16
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    • Posts: 1,051

    Hi Mandeep,

    I thought we had a script for R^2, but I’ve been planning to add them as built in functions. My hope is that we will have it for 1.5.

    All the best

    Mathew

    in reply to: Suggested enhancements #52147
    Mathew
    Mathew
    • Topics: 16
    • Replies: 1,035
    • Posts: 1,051

    Just letting you know that I spent an hour on this and then the forum logged me out and I lost it all. It was a really good reply but now you’re only going to see my frustrated short response.

    Re Tester colours – added to development schedule – no eta

    Re Seasonal tests – we have no DayOfWeekNum() function so we’ll add that in. You can do a test from all June 21 by using this script.
    DAYNUM() == 21 and MONTHNUM() == 6

    Re Hide Indicators at Bottom – Hide the views in the structure panel. See https://help.optuma.com/kb/faq.php?id=606

    Re Stops on Rebalance – I see no reason not to have stops. I’ll review when I do the quant lessons on back testing.

    Re Intraday. IB still supported but data never as good as a dedicated data provider like IQ Feed or eSignal.

    Re Bug – can not repeat – please record a video and send to support (this is not the place to be reporting bugs)

    Re sentiment – we can add them but it will take a while as the data team is busy on some major projects. You can download the csv from their website and import as a csv https://help.optuma.com/kb/faq.php?id=672

    One request – please do not group requests like this. Keep a thread for a single item as it is easier for us to review and link into projects if it makes sense to add.

    All the best

    Mathew

    in reply to: New Catagory #52143
    Mathew
    Mathew
    • Topics: 16
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    Ah – In the journal.

    hmmm – not hard to add other labels but as soon as we do someone will have a request for another one! If we are going to do this I would want to make sure we do it in a more customisable way.

    In the interim, do you use a watchlist? Have you seen how you can add a custom label there? See this blog post https://www.optuma.com/working-with-edfs-part1/ where Matt Humphreys talks about manual fields.

    When you click on the field in a watchlist, you get shown a drop down with any previous values you have used. Of course you can then group the watchlist by the labels.

    rating

    In that image you can also see that I can also show that custom field on the chart using a “Chart Element” tool.

    So while this may not be exactly what you want, this is available now.

    All the best

    Mathew

    in reply to: New Catagory #52119
    Mathew
    Mathew
    • Topics: 16
    • Replies: 1,035
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    Hi Jonathan,

    In what area of Optuma are you referring to?

    All the best

    Mathew

    in reply to: Lookback function assistance #51675
    Mathew
    Mathew
    • Topics: 16
    • Replies: 1,035
    • Posts: 1,051

    Hi Steve,

    I’ve read this a few times now and I can not really make sense of what you are looking for. Can you put it on a chart and manually add what it is?

    All the best

    Mathew

    in reply to: Show Plot ATR Trailing Stop with changing parameters. #51095
    Mathew
    Mathew
    • Topics: 16
    • Replies: 1,035
    • Posts: 1,051

    Hi Merrilee,

    That is an interesting idea. I tend to be very wary of having a stop loss calculated from another security because it adds another level of complexity to what should be a clear decision. Regardless I’m curious about what parameters you are wanting to change.

    If it was length based, I’d calculate both of them.

    a14 = ATR(bars=14);

    a20 = ATR(bars=20);

    then get the data of the security

    x1 = GETDATA(CODE=XAO:WI);

    now we can do an if on that. Let’s just say if the 10 day change is positive we use the a20 level, but when it turns down we tighten the stop (that’s actually a smart idea if that is what you were thinking).

    a1 = if(CHANGE(x1, bars = 10) IsUp, a20, a14);

    Now we subtract that from the close and apply a ratchet so it can not go down – you just need to set the start date for the ratchet function.

    c1 = close() – a1;

    RATCHET(c1, START=2019-01-04)

    Hope that helps

    Mathew

    in reply to: Yearly return script for current year #51039
    Mathew
    Mathew
    • Topics: 16
    • Replies: 1,035
    • Posts: 1,051

    Hi Yan,

    A really easy way to do this is to use Yearly data, then we are simply comparing the closes from one bar to another.

    So on a daily chart, I can add this one line script

    CHANGE(Year(PERIODAMOUNT=1), INT_TYPE=Bars, INT_COUNT=1)

    The part in bold changes the data to Yearly bars before calculating the change function.

    Here is the result of that.

    Yearly

    Note that each value is the final value for the year. 2019 is correctly showing a gain of 6.3% (in the Dutch Market at least) which is the year to date.

    Hope that helps

    Mathew

Viewing 15 posts - 16 through 30 (of 81 total)

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