- ago
Symbols in larger DataSets are failing to report all their positions in the By Symbol tabulation. All positions appear to be shown in single-symbol mode and in smaller datasets. This problem occurs whether Preferred Values are being employed or not. I don't think the choice of the DataSet matters. I was backtesting with 1500 Daily bars, but that may not matter as long as the Data Range is large enough. I'm running WL8 Build 101.



To reproduce this Excel spreadsheet, I'm alphabetizing both pasted By-Symbol lists, then using conditional formatting to highlight just the symbol matches between these pasted lists. Non-matches are deleted for simplicity.

Could someone kindly explain why this position-loss problem only occurs in larger DataSets with larger Data Ranges?
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Glitch8
 ( 11.64% )
- ago
#1
You've only shown half of the "evidence." Please also show the Positions view that shows there actually was a position in the symbol you say is missing in the By-Symbol Visualizer. My guess is there are none.
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- ago
#2
QUOTE:
Please also show the Positions view

Foolish me thought you wanted a sample screenshot, which is below. But then I really don't know what you're trying to verify, so emailing you the Excel spreadsheets of all the Positions would have been much better. I'll send them to support.

I seriously doubt this has anything to do with the strategy or DataSet used.

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Cone8
 ( 6.07% )
- ago
#3
Looks like another case of NSF Positions. The larger DataSet crowds out trades due to more candidates.
What's the NSF Count?
Look at all of the positions, NSFs too.
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- ago
#4
QUOTE:
Looks like another case of NSF Positions.

You are correct. Thanks for that thought. The NSF Positions are causing positions to drop out of the larger DataSet.

The 225 symbol DataSet has 1800 NSF positions and the 72 symbol DataSet has 370 NSF positions.
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