Today, April 6, 2021, I used BuildingBlocks of Build 6 to create the following strategy:
- Buy at Market Open, ConsecDown(Close,1) is greater or equal 3
- Sell after 5 Bars
- Position Size 20% of Equity
- Data Range from 01/01/2021 to 04/01/2021
- Portfolio DOW 30.
In the backtest Positions are open for CSCO, INTC, CVX, IBM, and NKE. But in Signals there are Exits for CRM, INTC, MRK, and NKE. MRK is obviously not open but gets an Exit signal.
The Nasdaq 100 portfolio creates 5 open positions and 17 exit signals. With other end dates of the data range (e.g. 04/01/2022) the results differ but still do not match the open positions.
- Buy at Market Open, ConsecDown(Close,1) is greater or equal 3
- Sell after 5 Bars
- Position Size 20% of Equity
- Data Range from 01/01/2021 to 04/01/2021
- Portfolio DOW 30.
In the backtest Positions are open for CSCO, INTC, CVX, IBM, and NKE. But in Signals there are Exits for CRM, INTC, MRK, and NKE. MRK is obviously not open but gets an Exit signal.
The Nasdaq 100 portfolio creates 5 open positions and 17 exit signals. With other end dates of the data range (e.g. 04/01/2022) the results differ but still do not match the open positions.
Rename
This is not a bug but as designed (although I admit it has confused a number of users). These are so called NSF positions. Please see the FAQ on what it is and follow a pointer to the Help to control this behavior:
https://www.wealth-lab.com/Support/Faq
https://www.wealth-lab.com/Support/Faq
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