Hi Cone,
Hi Support!
I get significant different performance figures with "Retain NSF" checked/unchecked?
In the Docu I red, that the BackTest is not influenced by this switch.
I have sent a simple Strategy and the results to support.
Thanks!
ka
Hi Support!
I get significant different performance figures with "Retain NSF" checked/unchecked?
In the Docu I red, that the BackTest is not influenced by this switch.
I have sent a simple Strategy and the results to support.
Thanks!
ka
Rename
It's expected that you get different backtest performance upon activating/deactivating NSF. Otherwise why would that be an option?
https://www.wealth-lab.com/Discussion/How-to-prevent-NSF-positions-6009
https://www.wealth-lab.com/Discussion/How-to-prevent-NSF-positions-6009
Thanks Eugene for the quick answer!
I have looked at all of this, but my final question would be:
f.e.:
APR with "retain" 18,3%
APR without "retain" 5,4%
What is correct? Do I have to change something?
Thanks!
k
I have looked at all of this, but my final question would be:
f.e.:
APR with "retain" 18,3%
APR without "retain" 5,4%
What is correct? Do I have to change something?
Thanks!
k
Kurt, for me the "correct" figure appears when my strategy has enough capital to take all of the backtested positions without having to create the NSFs. To achieve this I'd reduce the position size and choose "Market open next bar".
They're both "correct", but It depends which backtest you want to match. You can do both (i.e., one or the other) in real trading. .. but it requires that your account's buying power precisely aligns with that of the backtest.
Look, if the strategy gives different results when changing "Retain", it's because of the effect of freeing-up buying power of an NSF position when new entry signals are present.
It's a bit complicated to get your head around it, but I tried my best to explain/demonstrate it in the NSF Positions video whose link you can find in the User Guide > Strategy > Strategy Settings > Advanced Strategy Settings
Look, if the strategy gives different results when changing "Retain", it's because of the effect of freeing-up buying power of an NSF position when new entry signals are present.
It's a bit complicated to get your head around it, but I tried my best to explain/demonstrate it in the NSF Positions video whose link you can find in the User Guide > Strategy > Strategy Settings > Advanced Strategy Settings
Your Response
Post
Edit Post
Login is required