I did a update du Build 9.
Now the Metastrategy always shows a buy an hold Chart
The Profit Curves (Metastrategy is correct) but the Equity Curve Chart is not
Now the Metastrategy always shows a buy an hold Chart
The Profit Curves (Metastrategy is correct) but the Equity Curve Chart is not
Rename
What is a "buy an hold Chart"?? At any rate, you should re-create your Metastrategy from scratch.
https://www.wealth-lab.com/Discussion/MetaStrategy-vs-Rotation-Strategy-different-results-6155
Hope this helps.
https://www.wealth-lab.com/Discussion/MetaStrategy-vs-Rotation-Strategy-different-results-6155
Hope this helps.
2 Strategies
I started to create a new Metastrategie
2 Stratgies
Gets a profit 125.000 and 110.000
The Equity Curve shoes this
2 Stratgies
Gets a profit 125.000 and 110.000
The Equity Curve shoes this
How can we reproduce this using some sample code?
it worked good in the past.
Today i did the update to Build 9 and in all of my strategies its the same problem.
It is the same if i create a new strategie.
Also if i only put 1 strategie (dosent matter what strategie) it is the same.
it is correct on the Profitcurve Tab, but not on the EquityCurve Tab.
The PositonTab shoes all Symbols as open?
Today i did the update to Build 9 and in all of my strategies its the same problem.
It is the same if i create a new strategie.
Also if i only put 1 strategie (dosent matter what strategie) it is the same.
it is correct on the Profitcurve Tab, but not on the EquityCurve Tab.
The PositonTab shoes all Symbols as open?
So the problem apparently is that the final equity value doesn't match the combined profit of the systems included.
Eugene, i am sorry but this is not correct.
a profit of 113 and 128 = 241
if i start from 100 it should be 341 and not 840
it worked so good in the past. but not now
Please help.
a profit of 113 and 128 = 241
if i start from 100 it should be 341 and not 840
it worked so good in the past. but not now
Please help.
Thomas, you're right.
I couldn't reproduce this right away by adding two strategies applied to two different W-D DataSets. "Retain NSF" doesn't seem to have effect, too. There must be something else to it. We need to investigate.
I couldn't reproduce this right away by adding two strategies applied to two different W-D DataSets. "Retain NSF" doesn't seem to have effect, too. There must be something else to it. We need to investigate.
According to the Profit Curves, the final contribution to Equity should be about 127K + 115K = 242K. But the Equity Curve indicates a profit of about 725K. We need to explain that.
What is special about these strategies? Are they rotational?
I'd say the first step to troubleshoot is to recreate those strategies (copy/paste the code into a new S.window, save them) and then add the new copies to a new MS.
I'd say the first step to troubleshoot is to recreate those strategies (copy/paste the code into a new S.window, save them) and then add the new copies to a new MS.
i tried to put only 1 strategie in.
it is the same bug....correct at profitcurve but not at equitycurve
also if i only test it on a single symbol.
it is the same bug....correct at profitcurve but not at equitycurve
also if i only test it on a single symbol.
nothing special
it is the same if i take a strategie from Sample Strategies.
it is the same if i take a strategie from Sample Strategies.
Knowing what sample Strategy you take and what DataSet (of what stocks it's comprised, what data provider it is - WealthData?) might help.
Eugene,
it doesent matter what strategie.....i tried it on each
i also tried (buy at open and sell with 1%profit)
i tried with only wealthdata or only metastock......always the same.
Question: if you trie a metastrategie ...the bug is not???
Until yesterday i did not have any problems!!!
How can i go back to build 7? (this is the version were it works fine)
it doesent matter what strategie.....i tried it on each
i also tried (buy at open and sell with 1%profit)
i tried with only wealthdata or only metastock......always the same.
Question: if you trie a metastrategie ...the bug is not???
Until yesterday i did not have any problems!!!
How can i go back to build 7? (this is the version were it works fine)
Thomas, I'm also seeing the discrepancy which gets more prominent with Fixed Value position sizing applied - less so with Percent Equity. We will investigate.
Eugene,
any news about this problem?
any news about this problem?
It's marked for investigation. We'll get there. Thanks for the report, but please be patient.
Update for @system612
The team is working full speed on this MetaStrategy issue. Some fixes are already committed for Build 10 and development is in progress.
The team is working full speed on this MetaStrategy issue. Some fixes are already committed for Build 10 and development is in progress.
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