I am backtesting a crypto strategy that enters and exits positions each day, using the following entry condition:
I have noticed that when the percentage is set to 2.00%, I get a 2 week period of no positions entered or exited:
But if I change the percentage to 1% or 3%, the gap goes away. What could possibly explain this? Higher percentages should enter less positions, not more.
I've confirmed that no position is being held during that 2 week period. There are no warnings or errors in the WL8 log. I'm using an ASCII dataset that I can share if needed.
I have noticed that when the percentage is set to 2.00%, I get a 2 week period of no positions entered or exited:
But if I change the percentage to 1% or 3%, the gap goes away. What could possibly explain this? Higher percentages should enter less positions, not more.
I've confirmed that no position is being held during that 2 week period. There are no warnings or errors in the WL8 log. I'm using an ASCII dataset that I can share if needed.
Rename
After some more testing, I think it might be connected to my usage of the "Number of Open Positions is equal to 0" condition block. If I disable that, the gap goes away. But I don't really understand why having that condition would prevent any position from being entered for an extended period of time.
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