- ago
I have downloaded the TASC 2026 Portfolio diversification strategy code Parts 1 and 2.

In part 1 I am getting NaN values in Backtest Results/By Symbol report:

Symbol Profit Positions "% Winners" "Avg Profit %" "Avg Bars Held" "Max Drawdown" "Profit Factor"
EFA 77164.1947745912 1 100 58.68 156 -18838.82 NaN
GBTC 931868.5639448166 1 100 350.156 -988018.83 NaN
GLD 1078454.5482788086 1 100 165.39 156 -80579.05 NaN
QQQ 833968.358 1 100 105.788 156 -309403.07 NaN
SHY 14406.784 1 100 11.076 156 -1629.749 NaN
SPY 399004.055 1 100 76.115 156 -138703.572 NaN

In Part 2 I am receiving error messages in line 38:

PreExecute Exception (7/5/2024) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (7/12/2024) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (7/19/2024) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (7/26/2024) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/3/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/10/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/17/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/24/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/31/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (7/3/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (7/11/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (7/18/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (7/25/2025) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/2/2026) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/9/2026) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/16/2026) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/23/2026) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
PreExecute Exception (1/30/2026) Line 38 - Index was out of range. Must be non-negative and less than the size of the collection. (Parameter 'index')
at WealthScript2.MyStrategy.PreExecute(DateTime dt, List`1 participants) in :line 38
at WealthLab.Backtest.UserStrategyExecutor.CreateIdentifier(List`1 lst, DateTime dt)
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Glitch8
 ( 11.39% )
- ago
#1
Let's get you going starting with Part One first.

Let's try creating a new DataSet called "TASC Feb 2025" and add these symbols:

AGG EFA GBTC GLD QQQ SHY SPY

Now, select this DataSet in Part 1 in the "Select Backtest DataSet" drop down of the Strategy Settings tab.

Run the backtest. Do you see some results now?
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