Hi WL Team,
Can I ask why is there negative cash in my equity curve for a simple rotation strategy?
Please refer to the following screenshots for details of the strategy.
Thank you,
pmbf
Can I ask why is there negative cash in my equity curve for a simple rotation strategy?
Please refer to the following screenshots for details of the strategy.
Thank you,
pmbf
Rename
It's frequently a matter of corrupt or incomplete data. You might want to truncate it. Highlight the suspect DataSet in the Data Manager, switch to "Data Truncation" at the bottom, click "Select all", then click "Delete All data", and do an update.
For Wealth-Data, I recommend a complete refresh, but you should also upgrade to a recent version of WealthLab. You're at least 15 builds behind (or worse, if WL7). Who knows what bugs are lurking in these old versions?
Anyway, I just ran it myself and the results are not much better. It looks like the effect of using margin to get into these trades and subsequent trade losses overcomes the system. You can reduce using margin by selecting "Market Open next Bar" for the basis price, but it doesn't eliminate it - and I'm not sure why.
Anyway, I just ran it myself and the results are not much better. It looks like the effect of using margin to get into these trades and subsequent trade losses overcomes the system. You can reduce using margin by selecting "Market Open next Bar" for the basis price, but it doesn't eliminate it - and I'm not sure why.
Ouch, Cone is right. Topic starter is running B63 and B35 which are seriously out of date. Please upgrade before anything else.
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