- ago
The display of the open positins has changed.

This is a strategy with a time exit of 4 days. No other exit logic is used.

1) First of all, the sorting "open positions to top" is not correct, because in line 2 there is a trade that has already been closed.

2) String output at open positions is peculiar "Historical Data...". ??

3) the strangest thing is that trades that are still open look like they are closed. If you click on a symbol chart (e.g. Trade ALGN - it has only been running for two days) you will see a blue (Entry) triangle and a red (Exit??) triangle. Chart - right side. Has an error crept in or is everything correct, despite the strange presentation?

Please see Pic 1 - Trade overview und Pic 2 - Charting and triangles.



0
461
Solved
6 Replies

Reply

Bookmark

Sort
- ago
#1
QUOTE:
2) String output at open positions is peculiar "Historical Data...". ??

Well right, since 09/30/2022 was the last trading day (and right now the market hasn't opened) the backtester shouldn't expect more data for these symbols (HAS ALGN...) and close the positions at market close of the last bar, assuming the symbol got delisted. The "Historical data..." message is kind of odd in this context. Cone, Glitch?
0
Cone8
 ( 24.56% )
- ago
#2
You must have a symbol in your DataSet that has a date/timestamp beyond 9/30/2022. In this case, the backtest will close the position "pre-emptively" since it appears that these symbols are not in synch or no longer trading.

The sorting is okay because with respect to backtest, no open position exist.

Right click, copy the equity curve data and paste it somewhere. What's the last date?
0
Best Answer
- ago
#3
Oktober 3rd

The clue with the symbols gone could be a hot lead. Because when I apply the same strategy on the Dow30, the signal output looks correct.

Thank you Cone

0
Cone8
 ( 24.56% )
- ago
#4
There's a symbol in your Daily DataSet that somehow has today's date. That shouldn't happen unless the market is closed for "today".

Open the Data Manager > select the DataSet you're using > Sort by the "Last Date". Which symbol is it? Which Data Provider?
0
- ago
#5
Wealth Data - it seems that all this symbols are inactive right now...

I haven't reviewed this portfolio for a long time, as you can see

0
Cone8
 ( 24.56% )
- ago
#6
It's not normal for the delisted symbols not to have updated with their new symbol extension automatically. Refresh Wealth-Data.

To do it, go to the Historical Providers tab, right click Wealth-Data, and Delete Local Files. The data will download automatically the next time you backtest with Wealth-Data.
0

Reply

Bookmark

Sort