A strategy shows 34 APR over 10 years on Nasdaq100. Even with 6.384$ fees.
I choose 'open in new strategy window' and do the backtest. Also 10 years on nasdaq100. Have choosen 'multiple positions' in the position management.
The result is 17 APR. Probably because of more positions, more fees.
But as seen in the video, the APR should be exactly the same isn't?
There could be an NSF position difference but not that big.
Have saved the strategy so I can export it if necessary.
I choose 'open in new strategy window' and do the backtest. Also 10 years on nasdaq100. Have choosen 'multiple positions' in the position management.
The result is 17 APR. Probably because of more positions, more fees.
But as seen in the video, the APR should be exactly the same isn't?
There could be an NSF position difference but not that big.
Have saved the strategy so I can export it if necessary.
Rename
QUOTE:That's a pretty significant change, don't you think?
Have choosen 'multiple positions' in the position management.
Look, the strategy already will manage 2 different entries. But adding the "multiple position' criteria allows EACH ONE to put on multiple positions. That's a big difference.
Originally, it was single position. I tried multiple position to see if that was the problem.
Then the APR was a bit higher.
But to say, that's seems not the problem.
Then the APR was a bit higher.
But to say, that's seems not the problem.
Did was not solved yet. Did a strategy evolver last night and again: if i open the strategy in a new window and run the strategy it shows a complete different APR.
Position management is 'single position'.
Retain NSF is checked. But even when unchecked it's the seem problem.
But if I think about it: if the strategy evolver doesn't use a weight factor, the chance of different results is big anyway. 5 runs, give 5 different results.
So:
1) is a weight factor not necessary?
2) how comes that the results are different?
Position management is 'single position'.
Retain NSF is checked. But even when unchecked it's the seem problem.
But if I think about it: if the strategy evolver doesn't use a weight factor, the chance of different results is big anyway. 5 runs, give 5 different results.
So:
1) is a weight factor not necessary?
2) how comes that the results are different?
Are there NSF positions? If yes then the results will be different each time you run the strategy, because the simulation could not “fill” all the signals so WL8 has to randomly select ones to fill from the candidates. That’s perfectly normal and expected behavior.
Apart from having added the info to the Basic Usage FAQ long ago, how can we more effectively get this message across that we've answered maybe 1000 times? That's not even an exaggeration.
There must be a way....
How about adding a click to close dialog that goes something like this?
There must be a way....
How about adding a click to close dialog that goes something like this?
CODE:
Your backtest has NSF Positions and your strategy does not assign Transaction.Weight. This means that each time your run the backtest, you're likely to get a different result due to Wealth-Lab randomizing Transaction.Weight. ------------------- OK Don't Remind Me Ever Again -------------------
@glitch: the NSF can indeed be the cause of some misunderstanding but since I know that, it's the first thing I check.
Checking or unchecking, it is not possible to have the same results.
What about the weighting factor in my question?
@Cone: what WL needs is a full FAQ library so you indeed don't have to reply the same questions.
And also a page with video's for beginners where all these tips & tricks are explained in a short manner.
There must be a user willing to do that. In exchange of free subscriptions for example.
A fast and cheap way would be to use more tags. As #StrategyEvolver so users can search by hashtag + keywords.
Checking or unchecking, it is not possible to have the same results.
What about the weighting factor in my question?
@Cone: what WL needs is a full FAQ library so you indeed don't have to reply the same questions.
And also a page with video's for beginners where all these tips & tricks are explained in a short manner.
There must be a user willing to do that. In exchange of free subscriptions for example.
A fast and cheap way would be to use more tags. As #StrategyEvolver so users can search by hashtag + keywords.
The Evolver doesn't employ Transaction Weight. We can consider adding a Weight gene in a future update. However, the finantic PowerGenes extension does have a Weight gene in its collection of Evolver genes.
QUOTE:
A fast and cheap way would be to use more tags. As #StrategyEvolver so users can search by hashtag + keywords.
They are called "anchor links" in the website world [which predates (1996) social media and Web 2.0]. Did you vote yes for this feature request yet?
https://www.wealth-lab.com/Discussion/Add-anchor-links-6290
Also, users can search the forum by keyword already. The default search only searches title topics, but if you check the full-text search box, it will do a global search.
QUOTE:I think someone is volunteering. :)
And ... a page with video's for beginners where all these tips & tricks are explained in a short manner. There must be a user willing to do that. In exchange of free subscriptions for example.
QUOTE:
A fast and cheap way would be to use more tags. As #StrategyEvolver so users can search by hashtag + keywords.
They are called "anchor links" in the website world [which predates (1996) social media and Web 2.0]. Did you vote yes for this feature request yet?
https://www.wealth-lab.com/Discussion/Add-anchor-links-6290
They are NOT called anchor links because anchor links allow to jump to a specific part of a page. Which is a different story altogether.
The forum is already searchable by tags, no need in that request. Example using #Strategy tag:
https://www.wealth-lab.com/Discussions/Tag/Strategy
Admins can tag topics with arbitrary tags like #StrategyEvolver, users cannot do this.
But let's quit offtopic here.
Re: FAQ library
Did you miss the link in my post?
Look, I understand that you can’t know or read and apply everything all at once. That’s why I’m suggesting a pop up when this extremely common scenario occurs. And when I say extremely common, I mean practically every time you run a Backtest if you haven’t assigned transaction weight.
And, it’s even more complicated for strategies that use limit orders. For that, see the help for Advanced Strategy Settings > Granular Limit/Stop Processing.
Did you miss the link in my post?
Look, I understand that you can’t know or read and apply everything all at once. That’s why I’m suggesting a pop up when this extremely common scenario occurs. And when I say extremely common, I mean practically every time you run a Backtest if you haven’t assigned transaction weight.
And, it’s even more complicated for strategies that use limit orders. For that, see the help for Advanced Strategy Settings > Granular Limit/Stop Processing.
Sometimes it happens to me, too. As you can see on the Evolver tab, strategy 2 is selected. There is only one symbol, so it is not NSF related. I open it and click Run and this is the result. It doesn't bother me too much as it is quite rare, but I wonder why it happens.
In this case the problem is with this particular strategy, strategies 1,3,4 are exactly the same.
In this case the problem is with this particular strategy, strategies 1,3,4 are exactly the same.
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