Thanks much. Just to let you know, moving Alpaca up to the top of the providers list stops the Q data and Alpha Vantage error messages.
However, I am still concerned with these data providers, because I see this issue that was not present when I was using DTN:
Daily signals are being generated, but the trades are not showing up in the Positions list:
However, I am still concerned with these data providers, because I see this issue that was not present when I was using DTN:
Daily signals are being generated, but the trades are not showing up in the Positions list:
Rename
I continue to experience this issue.
There were two signals on Friday:
Today after market close there is no position shown for AMZN:
I am using the dynamic breakout system sample strategy, and the WD Nasdaq 100 sample data set.
There were two signals on Friday:
Today after market close there is no position shown for AMZN:
I am using the dynamic breakout system sample strategy, and the WD Nasdaq 100 sample data set.
Do you see the little "N"s next to those Sell Signals? That indicates those are for NSF Positions. Becasue of that, it's actually expected that we would not see them in the Postions.
Here's a video that explains NSF Positions in more detail:
https://youtu.be/HXA-AetQ3Jk
Here's a video that explains NSF Positions in more detail:
https://youtu.be/HXA-AetQ3Jk
Yes, I know about the NSF positions. I am asking about the non-NSF positions:
GOOGL on 10/27
AFRM on 10/28
MPWR on 10/28
WSM on 11/2
ASML on 11/3
These did not show up in Positions.
GOOGL on 10/27
AFRM on 10/28
MPWR on 10/28
WSM on 11/2
ASML on 11/3
These did not show up in Positions.
Then I can only imagine that those buy signals turned into NSF positions, which is why they don’t appear. Try reducing your position size or increase the starting capital until you have zero nsf positions and see how it goes.
If you're up against a buying power limit with Market orders, you should also be setting your own Transaction Weight with an indicator like [inverse] RSI. Then you should enter the trades with the highest value in order to match a stable backtest.
Example:
You have enough buying power for 2 signals and you get 4 trade candidates:
Otherwise, the NSF Positions will change from run to run resulting in a random backtest.
Example:
You have enough buying power for 2 signals and you get 4 trade candidates:
CODE:You'd sort the list by T.Weight and enter the greatest values to match what the backtest will buy - which would be TTD and AMZN.
Symbol T.Weight AMZN -40.0 CSCO -50.0 TTD -25.0 LULU -45.0
Otherwise, the NSF Positions will change from run to run resulting in a random backtest.
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