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Trading Universe

The Trading Universe tab is used to specify the filters to select the trading universe list

The Trading Universe settings are a way of prefiltering a ShareScope share list. The results can then be used as the source list for selecting your strategies’ trading lists using the List Selectors. The Selectors are still able to also source shares from other ShareScope lists.

While the Trading Universe is optional, using it can reduce the time required for back-tests and improve Live session performance, by reducing the number of shares that RuleTrader has to process.

The settings on this tab are:

  • Enable the Trading Universe list: check this to enable the Trading Universe function
  • Base list: pick a ShareScope list from this drop-down to act as the source-list for your Trading Universe e.g. LSEShares, All, Nasdaq, etc.
  • Exclude shares whose all time close-price volatility…: check this to remove ‘junk’ shares, whose price never changes, or is all over the place (i.e. price volatility is zero or greater than 25)

Below these settings are the filter buttons, which specify the filter criteria for each share attribute, such as currency, type, market, etc. Clicking the Edit button next to any of these criteria displays a dialog containing checkmarks, with one checkmark for each value found, for that filter type, in the ShareScope list you selected. Check each value that you want included in your filtered Trading Universe list.

If  you change the selected Base List, then click the Update Filter Criteria button before selecting any filter criteria, to ensure the list of filter instances is fully up-to-date for that list

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