When I use bigger portfolios for backtest (i.e. Nasdaq Composite) I get very special results. In my case I use 10 % of Equity with a small margin and would expect something like 10 open positions.
The result is a large number of open positions (> 100) an the runtime is very long, even for a run with 4144 symbols).
The logic for this test is extremly simple, the results are to good to be true.
All in all, for me it seems to be a bug?
The result is a large number of open positions (> 100) an the runtime is very long, even for a run with 4144 symbols).
The logic for this test is extremly simple, the results are to good to be true.
All in all, for me it seems to be a bug?
Rename
Check your backtest settings, you might have enabled a cap on the number of shares as a percent of volume.
The Volume % Limit was at 1 %. I have changed it to 0. Then the problem disappeared.
Thank you!
Thank you!
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