Runing strategy on index
Author: onetwo
Creation Date: 12/6/2010 4:03 AM
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onetwo

#1

12/6/2010 4:03 AM

Hi All,

I have another question please,
any stategy i am trying to run (even just "buy at limit" on index ^ta25 i am receving the message:
"1 trades were not included in the backtest results duo to insufficient simulared capital. use raw profit mode to ensure all trades are always included. you can find the number of trades not included at teh bottom of the trade list."


please advice, Thanks

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Cone

#2

12/6/2010 4:21 AM

What Portfolio Simulation Mode sizing setting(s) are you using?

Out of curiosity, why wouldn't you try to do what the message says and switch to Raw Profit mode?
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Eugene

#3

12/6/2010 4:28 AM

Call it a coincidence but the Position Options PosSizer that was suggested just minutes ago has the option to take more trades in Portfolio Simulation mode than WL6 would allow normally when it thinks your capital is insufficient (for in depth explanation follow the User Guide, Strategy Window > Backtesting Strategies > "100% of Equity Sizing").
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onetwo

#4

12/6/2010 5:06 AM

sorry I forgot to mention that I am already in raw profit mode.
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Cone

#5

12/6/2010 5:50 AM

In that case, the dollar size is not large enough to buy at least one "share" of the index at some point during the backtest. For an index value of 125,000, you need at least $125,000 to purchase 1 share.
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onetwo

#6

12/6/2010 6:37 AM

Thanks! :)
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lieran

#7

12/6/2010 4:19 PM

hi onetwo
i will be very happy if you contact me on...
tnks
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Eugene

#8

12/6/2010 5:17 PM

Please don't post email directly. If you have a question regarding Wealth-Lab, you can ask it here on in our support portal.
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