When I run a strategy as standalone it generates a number of signals.
When I run the same strategy inside the Strategy Monitor (using virtually identical settings) sometimes there is a mismatch between the signals.
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What I think may be happening...
Strategy "A" takes a maximum of, say, 10 positions and currently has 10 positions and 2 are set to be closed at Market Close so technically there are NO slots left for new positions.
The Strategy Monitor, on the other hand, treats the Market@Close exits as having filled and immediately makes those vacant slots available for new positions i.e. its treating Market@Close identical to Market@Open.
Can the developers please confirm that is what's happening internally?
- if so, the Strategy's behavior is correct, not the Strategy Monitor's and the latter should be fixed
- if not, I have no clue why there's a signal mismatch between the two.
When I run the same strategy inside the Strategy Monitor (using virtually identical settings) sometimes there is a mismatch between the signals.
---------------------------
What I think may be happening...
Strategy "A" takes a maximum of, say, 10 positions and currently has 10 positions and 2 are set to be closed at Market Close so technically there are NO slots left for new positions.
The Strategy Monitor, on the other hand, treats the Market@Close exits as having filled and immediately makes those vacant slots available for new positions i.e. its treating Market@Close identical to Market@Open.
Can the developers please confirm that is what's happening internally?
- if so, the Strategy's behavior is correct, not the Strategy Monitor's and the latter should be fixed
- if not, I have no clue why there's a signal mismatch between the two.
Rename
The Strategy Monitor might run a Strategy in multiple batches for each period. So any logic that is based on maximum number of positions might yield unexpected results. Recommend running such a Strategy in the Strategy window instead.
I use Strategy Monitor primarily for sizing positions to what I want them currently to be.
Would be nice if it got fixed and generated signals for only the right symbols and at the right size - its rather cumbersome and time wasting to use a calculator each time.
Would be nice if it got fixed and generated signals for only the right symbols and at the right size - its rather cumbersome and time wasting to use a calculator each time.
Nothing to fix, it’s working as intended. If it’s important then why not just use a strategy window 🤷🏼♂️
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