Hello colleagues
I'm having difficulties with strategies that I haven't had before.
Using as an example a strategy with 100% capital allocation (i.e. only opening a position in 1 ticker at a time), in the backtest it is showing normal, 1 position in 1 ticker at a time. But yesterday's signals showed more than 60.
Entry rules - I use a personal indicator to weight
Settings
Equity curve
Signals
Someone have a clue about what is happening?
I'm having difficulties with strategies that I haven't had before.
Using as an example a strategy with 100% capital allocation (i.e. only opening a position in 1 ticker at a time), in the backtest it is showing normal, 1 position in 1 ticker at a time. But yesterday's signals showed more than 60.
Entry rules - I use a personal indicator to weight
Settings
Equity curve
Signals
Someone have a clue about what is happening?
Rename
All Signals are always*** shown.
The backtest picks the one with the highest Weight.
To match the backtest when trading market orders, sort by Weight and place the Signal(s) with the highest value.
*** You can selectively reduce the number of signals in the Strategy Settings Position Sizer by entering a value above 0 in "Max Signals". The Signals with the highest weights will be chosen.
The backtest picks the one with the highest Weight.
To match the backtest when trading market orders, sort by Weight and place the Signal(s) with the highest value.
*** You can selectively reduce the number of signals in the Strategy Settings Position Sizer by entering a value above 0 in "Max Signals". The Signals with the highest weights will be chosen.
Interesting.
In this case, there's no option to show only the signals that it will be traded accordingly with the weight rule together with capital limitation (in another words, shows only the signals that it will be traded next day)?
Because that would help to follow the strategy outside WL using WL as reference.
In fact, I thought it was this way and the signals that could not be traded due not sufficient funds would appear with a symbol.
In this case, there's no option to show only the signals that it will be traded accordingly with the weight rule together with capital limitation (in another words, shows only the signals that it will be traded next day)?
Because that would help to follow the strategy outside WL using WL as reference.
In fact, I thought it was this way and the signals that could not be traded due not sufficient funds would appear with a symbol.
No, there's no option. After all, if you're working with limit or stop orders, how would you know which signals would ultimately get filled?
In this case of 100% sizing with Market orders, if you select 1 Max Signal, that's the one the backtest will trade. It's the easiest scenario.
Glitch,
Agreed, limit orders there’s no chance to do it.
Cone,
Understood. I think in this specific case where I use all available capital to each entry, this is not a problem.
Thanks for clarifying.
Agreed, limit orders there’s no chance to do it.
Cone,
Understood. I think in this specific case where I use all available capital to each entry, this is not a problem.
Thanks for clarifying.
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