New shielded wiring on outlets in living room shows Open Ground on Pocket Tester Pro outlet tester, is this ok?

Master Electrician did this for us to lower EMF. We actually could hear radio broadcasts coming from the outlets with the Green Wave Broadband EMI meter plugged into them.  Now this cannot be heard but we noticed that the Pocket Tester Pro was showing Open Ground. We are wondering if this is, ok? Electrician told us this shielded wiring application takes the EMF and sends it back to the earth, with shielded ground on one and to send the residual EMF to the ground rod. We are also questioning if the ground rod from the electric company is properly grounded since we can turn it around in the ground easily? Could this prevent it from getting sent to the ground rod correctly?