I built a strategy using building blocks that uses crossover signals. However, there are some periods where there are crossovers and the strategy does not produce any signals (Orange circles). Is there a parameter or setting I am missing/misusing?
Rename
Kindly consider putting more effort when naming your topics.
A good topic title should summarize your question or problem. Not only "Building Blocks" was unacceptably general, it's misleading as the issue is signal generation.
The order on the forum you're using and searching for existing solutions is the result of investing time and effort into renaming such topics.
WAS: Building Blocks
IS: Strategy doesn't produce signals sometimes
A good topic title should summarize your question or problem. Not only "Building Blocks" was unacceptably general, it's misleading as the issue is signal generation.
The order on the forum you're using and searching for existing solutions is the result of investing time and effort into renaming such topics.
WAS: Building Blocks
IS: Strategy doesn't produce signals sometimes
As far as the problem goes, review your position sizing. In all likelihood there's not enough money to establish the position(s).
What ^^Eugene said^^
You can tell for sure just by looking at the Metrics Report and checking the NSF Position Count. (It looks like you should have as least 3 there.) Click on that line for an explanation.
Since we're really talking about backtest positions and not Signals, I'm going to re-rename the topic again to:
Strategy Backtest is Missing Positions
You can tell for sure just by looking at the Metrics Report and checking the NSF Position Count. (It looks like you should have as least 3 there.) Click on that line for an explanation.
Since we're really talking about backtest positions and not Signals, I'm going to re-rename the topic again to:
Strategy Backtest is Missing Positions
Sorry about the lousy title, it was late and I wasn't double checking things properly, still not an excuse though. I will work to have better titles from now on.
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