- ago
When I run strategies in a Strategy Monitor inside a workspace the signals generated have a Weight (ie, trade priority) assigned to them... when these are sent to the Quotes Window the weights are visible. However, if you switch to another workspace or close/ reopen WL8 and come back to that workspace all quotes display 0.0000 in the Weight column.
Wish the Weight values could be remembered when the workspace is closed - just like it remembers # of shares to buy/sell, price, etc. - as its an important metric.
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Glitch8
 ( 11.82% )
- ago
#1
Make it so! Weights will save in workspaces in Build 33.
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Best Answer
- ago
#2
👍
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- ago
#3
Using B33. The Weights do get remembered in the workspace Quotes window now, thanks for implementing!

However, two new issues have now surfaced:
1. Even closing trades now have a weight assigned; moreover, if a symbol has multiple closing signals (e.g. profit taker and stop) each gets assigned a different weight value. This is making multi-level sorting in WL8 or Excel (symbol / action / weight) challenging with the same symbol landing in non-contiguous rows.
Assigning a weight value of 0.00 to closing trades would solve the issue.

2. When a Strategy is run the Account column in the Signals tab is blank (but populates normally in the Strategy Monitor). This is also throwing off sorting in Excel as it needs to have values in each adjacent column so as to include the entire row o/w it breaks up at the empty column.

Hopefully these will be fixed soon in an upcoming build.
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Cone8
 ( 21.52% )
- ago
#5
1. You can assign 0 to Transaction.Weight.

2. Not here. Where does that happen for you?
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Glitch8
 ( 11.82% )
- ago
#6
Yes closing trades now have randomized weights assigned as well. It’s part of a change to backtester design to improve simulation accuracy and avoid subtle peeking issues.
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- ago
#7
QUOTE:
change to backtester design to improve simulation accuracy


OK. Can you:
- Please assign identical values to closing trades of same symbol so when signals are sorted those for same symbol get placed together?
- To avoid any possibility of potential overlap with Weights of opening trades (i.e. new positions) - which are always numeric values - it may be a good idea to use alphanumeric or alphabetic values for closing trades, if possible
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Glitch8
 ( 11.82% )
- ago
#8
What you're suggesting defeats the purpose. If you want the signals sorted by Symbol/Weight just sort by the Weight column first followed by Symbol. You can also do a 3 level sort Transaction Type/Symbol/Weight.
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- ago
#9
@Cone:
See attached pic. The Strategy Signals tab is in the foreground and the same strategy's run results are in the Strategy Monitor in the background. The latter shows account info, the former does not.
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Cone8
 ( 21.52% )
- ago
#10
Partial image missing important information. Why do you guys do that?
The most obvious explanation is that the broker and account isn't selected and connected. We can't discard that since you're not showing it.
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- ago
#11
That's it. The broker selected in the Strategy signals tab is the one I use for streaming whereas the one in Str Monitor is a separate one. And since I wasn't streaming the account column was blank.
Looks like build 33 changed some settings. Even if I set it to another it keeps defaulting to the "streaming" one upon closing/reopening of the strategy.
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Cone8
 ( 21.52% )
- ago
#12
Strategies default to the broker last selected in the top left of the Order Manager (for manual trading).

QUOTE:
Looks like build 33 changed some settings
.. or maybe you just selected a different broker in the Order Manager?
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- ago
#13
If the user overrides the default chosen broken by another then the strategy should remember that.
My 1 cent.
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Cone8
 ( 21.52% )
- ago
#14
I'd prefer it that way too. If you have a Workspace set up more than 1 strategy for different brokers, the WS is loaded with the one default broker.

I'll add it to the list and see what Glitch thinks.

---
fwiw, the broker is saved in chart windows with attached Strategies for Workspaces.
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Glitch8
 ( 11.82% )
- ago
#15
Sure, let's add an enhancement issue for this.
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