I have a strategy in Strategy monitor. When I run it in Strategy Monitor it produces no signals. When I run it as an individual backtest it produces a a signal.
Same dataset.
Different periods: Backtest = n years Strategy Monitor = 500 bars. This shoudl not make a difference as the lookback period on the paramenters is quite short.
What am I doing wrong?
Thank you .
Same dataset.
Different periods: Backtest = n years Strategy Monitor = 500 bars. This shoudl not make a difference as the lookback period on the paramenters is quite short.
What am I doing wrong?
Thank you .
Rename
QUOTE:
Different periods: Backtest = n years Strategy Monitor = 500 bars. This shoudl not make a difference as the lookback period on the paramenters is quite short.
Of course this can make difference when strategy's sequence of trades may depend on starting date. But that's just one factor out of many. Anyway, you can just right click on the strategy in the SM and choose "Open in a Strategy Window" to for an equal (and therefore meaningful) comparison.
The Strategy Monitor also works with the "Use Live Positions" Trading Preference. With this configuration, the Strategy Monitor won't generate exit signals for positions that you don't own. See the Help for that preference for more info.
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