My case: I have a meta strategy consisting rotating system on weekly basis and a non rotating strategy on daily basis. In the backtest results, positions shown from both stratgies, column "Meta Strategy Name" But signals from the non rotating strategy did not appear in the signals after running backtest. E.g. in the positions ticker appears with entry date but are not visible in the respective signals list according the entry date. Any settings missing on my side?
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QUOTE:
E.g. in the positions ticker appears with entry date but are not visible in the respective signals list according the entry date.
The signals would appear prior and on the day (or week for Weekly) of entry, not later. Can you share a screenshot illustrating what you think is a missing signal?
Dear Eugene, I appologize for my delay in response. Please find attached an image which shows the signals I got on Sep. 16th acc. signal list and the Position which I should have entered on Sep. 16th acc. Position list. Hope you find this information helpful.
Hi Frank,
According to your follow-up, it looks like the "missing" signal was held for 1 bar (week). Is this reproducible for 1 bar trades only or you noticed the same issue for other trade durations as well? Thanks.
According to your follow-up, it looks like the "missing" signal was held for 1 bar (week). Is this reproducible for 1 bar trades only or you noticed the same issue for other trade durations as well? Thanks.
Hi Eugene,
Maybe we have a misunderstanding, we will see. My issue is regarding the positions in the red frame, as example. There you find the NKE and DOW psoition which should have had a signal out of the daily strategy, which is part of the meta strategy. When the NKE and DOW has been held for 1 bar (daily bases) I would have expecetd to find the signal on eday previous or on the same day but I cannot find them in the signal list. I hope this helps for a better understanding the issue I have.
Maybe we have a misunderstanding, we will see. My issue is regarding the positions in the red frame, as example. There you find the NKE and DOW psoition which should have had a signal out of the daily strategy, which is part of the meta strategy. When the NKE and DOW has been held for 1 bar (daily bases) I would have expecetd to find the signal on eday previous or on the same day but I cannot find them in the signal list. I hope this helps for a better understanding the issue I have.
With regard to this, the signals should have appeared on the prior day (i.e. Sep 15th) because their entry date is 09/16/2021. I believe this is why they couldn't be found on the Signals list on Sep 16th.
Hi Eugene, I agree with your standpoint but unfortunately the signals did not pop up the prior day (15th of Sep.), shown on the attached image. What about you make a simple weely rotation strat and combine it with a daily one in one meta strategy and you watch it on your computer. If it works on your side properly (w/o missing daily signals) you might explain me the settings neccessary for it? BR Frank
I would only expect the Weekly signals to appear on Friday after market close. You're not seeing them even on Friday after market close and data updated? I will set one up later today and see.
@Blaubaer
Dion is right as always: September 15 was a Wednesday so you cannot expect a signal until 17th which was a Friday!
Dion is right as always: September 15 was a Wednesday so you cannot expect a signal until 17th which was a Friday!
@Eugene
I am not missing the weekly signals, I am missing the daily signal. which should have appeared, because they are in the positions list. As mentioned the meta strategy consists of weekly and daily strategy.
Either I am completely wrong or I don't understand you or you don't understand me. Whatsoever I suggest we close the discussion.
I thank everybody for spending time on this case, intended to support me.
I am not missing the weekly signals, I am missing the daily signal. which should have appeared, because they are in the positions list. As mentioned the meta strategy consists of weekly and daily strategy.
Either I am completely wrong or I don't understand you or you don't understand me. Whatsoever I suggest we close the discussion.
I thank everybody for spending time on this case, intended to support me.
This puts things in a different perspective for me. The topic title said "Signals from a Weekly strategy is missing in MetaStrategy". Apologies for the error, I've renamed it to "Signals from a Daily strategy is missing in multi-timeframe MetaStrategy". Let's see if we can find something with the added information.
Dear Frank,
Does the issue persist?
Does the issue persist?
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