Hello,
With my strategy I got on 2 Jan the result to buy BA, JPM and VZ. I ordered those in my papertrading, all were bought yesterday at opening.
This morning I made a backtest to search for new signals and I receive the same result with signal date 2021-12-31, but the shares a not shown in the positions of the backtest.
I monitored similar things in the past, but I did not record it. What could be the reason for that? " Retain NSF positions" is activated.
With my strategy I got on 2 Jan the result to buy BA, JPM and VZ. I ordered those in my papertrading, all were bought yesterday at opening.
This morning I made a backtest to search for new signals and I receive the same result with signal date 2021-12-31, but the shares a not shown in the positions of the backtest.
I monitored similar things in the past, but I did not record it. What could be the reason for that? " Retain NSF positions" is activated.
Rename
Hello,
Apparently, the Data Range (Strategy Settings tab) is set to Specific Year, Year Range or Date Range.
Apparently, the Data Range (Strategy Settings tab) is set to Specific Year, Year Range or Date Range.
In the meantime I found one reason, I forgot to move the end date from end December into the future.
This is now corrected, but only BA and JPM were bought on 3.1.2022, whereas VZ not.
This is now corrected, but only BA and JPM were bought on 3.1.2022, whereas VZ not.
Eugene, how can I transfer a file?
Re: VZ. There can be a multitude of reasons for this ranging from insufficient capital to the use of unstable indicators (EMA, RSI etc.) with a short seed period (which can manifest itself through a variable date range or a data range not covering at least 4 times the largest "unstable" indicator's period).
Where can I read that in the helpdesk, please?
In papertrading the capital is a non-issue, but changes in indicators can have as consequence that I would buy wrong shares in a livetrading scenario?
In papertrading the capital is a non-issue, but changes in indicators can have as consequence that I would buy wrong shares in a livetrading scenario?
In the QuickRef see:
Class: Transaction > Weight
In the User Guide (F1) see:
Strategy > Strategy Settings > Advanced Strategy Settings
Re: seed period - this isn't a Wealth-Lab "thing". You should know know that IIR-type indicators (RSI, EMA, etc.) are not stable and their future values will change based on when you start calculating them. Therefore, you should either fix your Start Date so the values in the future don't change, or use a sufficiently long history for seed data so that the miniscule differences are not likely to matter.
Class: Transaction > Weight
In the User Guide (F1) see:
Strategy > Strategy Settings > Advanced Strategy Settings
Re: seed period - this isn't a Wealth-Lab "thing". You should know know that IIR-type indicators (RSI, EMA, etc.) are not stable and their future values will change based on when you start calculating them. Therefore, you should either fix your Start Date so the values in the future don't change, or use a sufficiently long history for seed data so that the miniscule differences are not likely to matter.
QUOTE:
Where can I read that in the helpdesk, please?
We'll have a chapter on "Stability of indicators" in B44 where you can read this.
One reply leads to the next question, the fixing of a start date. My strategy uses dats beginning in 2000.
Is that enough resp. , how to a fix a starting date?
Is that enough resp. , how to a fix a starting date?
Yes, usually it should be enough.
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