- ago
I had reported this problem several times and you could not reproduce the error. Now it appears again.

An simple End of Day Building Blocks strategy. With Transaction Weight - please see screenshot 1 & 2.

I open the saved strategy and make a backtest- results on screenshot 3

I open the same strategy again - unchanged. Results on screenshot 4.

The results are different. This error sometimes occurs - but it occurs not every time.

Maybe you can find the problem causing this.

Thanks in advance.
0
622
Solved
9 Replies

Reply

Bookmark

Sort
- ago
#1
0
- ago
#2
0
- ago
#3
0
- ago
#4
0
Glitch8
 ( 9.89% )
- ago
#5
When this happens it’s usually because there were more potential positions than available simulated capital. These are called NSF positions and you can get their count in the Metrics report. In this case WL7 will randomly choose which position to take, so it’s expected behavior and not a bug. You can reduce and eliminate NSFs by decreasing position size and/or increasing margin factor.
0
Best Answer
- ago
#6
Also you can set the Basis Price to "Market Open next Bar" to reduce NSFs further. You can read about it in the FAQ:

https://www.wealth-lab.com/Support/Faq
0
- ago
#7
Ok. But the hook at "retain NSF" positions is not set?!
0
Glitch8
 ( 9.89% )
- ago
#8
Turning off "Retain NSF" DOES NOT eliminate NSF positions! It just prevents them from being retained by the backtester.

The only way to ELIMINATE NSF positions is, like I said before, to decrease your position size or increase your margin factor.
1
- ago
#9
ok - thank you Glitch!
1

Reply

Bookmark

Sort