- ago
It seems that a bug from Wealth-lab 7 has found its way to Wealth-lab 8.

When you change the setting of the "Retain NSF Positions" checkbox in the Strategy Settings of the MetaStrategy, there is no reaction. That is very reasonable from my point of view, as an overall parameter should not interfere with individual setting of that parameter in the individual strategies.

But if "Retain NSF Positions" is unchecked in the individual strategy of the MetsStrategy it is always handled as checked. That is there is no way to get reliable results from the MeatStrategy when in at least one strategy the "Retain NSF Positions" checkbox is unchecked.
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Cone7
- ago
#1


QUOTE:
no way to get reliable results from the MeatStrategy (sic)
And for some Saturday levity... there's no way for a FishStrategy either!
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- ago
#2
What about a VeganStrategy??
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- ago
#3
QUOTE:
individual strategy of the MetsStrategy

Maybe it's not about the food. Did the author mean New York Mets here?
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- ago
#4
OK, very funny, but I accept the hint that I should doublecheck the posts not only twice but three times.

But joking about typos isn't really solving my problem. Are there any hints how to transfer the results of the optimization of a MetaStrategy based on the retained NSF positions to the results for non-retained NSF positions? Or would it be of any help to put the enabling/disabling of the "Retain NSF Positions" checkbox to the wish list?
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- ago
#5
This limitation is by design. But you can check "Retain NSF Positions" in every child strategy, right?
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Cone7
- ago
#6
Generally, most people should trade with Retain NSF enabled.

The main reason I can think of to disable, i.e., NOT Retain, is to speed up a large optimization or backtest that creates thousands of positions.

There is another reason -
Strategies that signal multiple entry points for the same eventual exit will yield completely different results when NSF positions exist. This isn't the case, for example, for a Moving Average crossover strategy, whose every exit corresponds to exactly one entry point/bar.

I guess what I'm saying is this scenario applies to your strategy, then you probably shouldn't rely on the results of a MetaStrategy anyway.
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