In running a back test on a larger data set, such as Nasdaq 100, the portfolio backtest report does not give the same results for individual stocks as the single symbol view of the stocks. In using the Dynamic Breakout System script on the Nadaq 100 for the 10 year range an example of the error would be ADSK on the Portfolio View shows 11 positions taken but on the single stock view it shows 24 positions taken. The same with JD with 8 and 10 respectfully, FOX with 3 and 5 positions. These stocks were taken at random. I have also seen this with different scripts and different data sets.
Thanks for checking into this.
TraderBob
Thanks for checking into this.
TraderBob
Rename
This isn't a bug, it's undoubtedly caused by the backtester not having sufficient simulated equity to take all of the positions when running on 100 stocks. Check the Metrics Report for "NSF Positions". This will tell you the number of Non-Sufficient-Funds Positions that had to be dropped from the backtest. And WL7 randomizes candidate positions each time you run a backtest, so if you have NSF Positions, the results could change from run to run as different ones make it in randomly.
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