Sometimes I wonder why WL8 (build 43) creating "phantom trades" (trades without signals from signal page). For example signal date 07.09.2023. I use here META Strategies.
only 4 short signals for the next day (eod) on signal page (CC,JKHY, MRNA, PNW) - all 4trades with SELL STOP open orders.
BUT when I check the trades executed the next day:
WL generated a "phantom trade" DAL which was not exist in the signal list last day.
How is that possible? From time to time I get "phatom trades" in the backtest results without any signals...
Regards Chris
only 4 short signals for the next day (eod) on signal page (CC,JKHY, MRNA, PNW) - all 4trades with SELL STOP open orders.
BUT when I check the trades executed the next day:
WL generated a "phantom trade" DAL which was not exist in the signal list last day.
How is that possible? From time to time I get "phatom trades" in the backtest results without any signals...
Regards Chris
Rename
Can't tell for sure without knowing what's inside the MetaStrategy. Strategies may have some code errors.
One reason, and the basis of others, are NSF Positions.
Because it's not a Market order strategy, probably it doesn't assign Transaction.Weight. That alone can give you different results, even if you just re-run the signals.
Is the Position Sizing the same in both runs?
What was the status of DAL in the standalone Signal run? Was DAL an active position already?
Because it's not a Market order strategy, probably it doesn't assign Transaction.Weight. That alone can give you different results, even if you just re-run the signals.
Is the Position Sizing the same in both runs?
What was the status of DAL in the standalone Signal run? Was DAL an active position already?
Your Response
Post
Edit Post
Login is required