Hi
I have bulk updated the CBOE data including VIX and VPN. I can get multi year charts of each indicating the data is updated. But when I run a simple system, buying VPN when VIX<x (eg<30) and selling when it is above 30, it only runs at the very end of the time period.
I have tried this 3 times afresh and keep getting the same result. I am using small position sizes so it is not an account size vs position size problem. Please see below;
I have bulk updated the CBOE data including VIX and VPN. I can get multi year charts of each indicating the data is updated. But when I run a simple system, buying VPN when VIX<x (eg<30) and selling when it is above 30, it only runs at the very end of the time period.
I have tried this 3 times afresh and keep getting the same result. I am using small position sizes so it is not an account size vs position size problem. Please see below;
Rename
...and the result: 
..and the settings. Thank you very much in advance. 
Lol, and thanks, but I should have said those solutions didn't work this time:
Neither $VIX or VIX worked.
Unticking Wealth Lab data didnt work.
Moving CBOE data to the top of the list didnt work
Im lost for ideas. Maybe there is a problem with the VPN / VPD dataseries, but the chart looks correct.
If you have any other ideas please let me know, else I will keep experimenting.
Best regards
Rod
Neither $VIX or VIX worked.
Unticking Wealth Lab data didnt work.
Moving CBOE data to the top of the list didnt work
Im lost for ideas. Maybe there is a problem with the VPN / VPD dataseries, but the chart looks correct.
If you have any other ideas please let me know, else I will keep experimenting.
Best regards
Rod
- ago
#5
Hmmm, your setup is working fine at my end. Maybe we schedule a Zoom call so I can see what's going on at your end? If you'd like, email me at support@wealth-lab.com.
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