I have read in the forum that the strategy monitor does not accept transaction weight, is that correct?
Does the new building block "Symbol Ranking by Indicator" work in the Strategy Monitor?
Are there other known blocks (qualifiers etc.) that the Strategy Monitor cannot process?
Thank you!
Does the new building block "Symbol Ranking by Indicator" work in the Strategy Monitor?
Are there other known blocks (qualifiers etc.) that the Strategy Monitor cannot process?
Thank you!
Rename
The issue is that the Strategy Monitor might make several PASSES, each pass is its own backtesting run. So Blocks like Symbol Ranking don't make sense to use.
The reason we do it this way is to make sure signals are fired in the most timely manner possible. Oftentimes symbols are illiquid, and you might not get a complete update of ALL symbols into very far into the interval. We don't want to delay ALL signals while we wait for all of the data to get updated.
The reason we do it this way is to make sure signals are fired in the most timely manner possible. Oftentimes symbols are illiquid, and you might not get a complete update of ALL symbols into very far into the interval. We don't want to delay ALL signals while we wait for all of the data to get updated.
Thank you Glitch, I understand this.
But let me once again ask 2 questions, please:
1. Are there other known blocks (qualifiers etc.) that the Strategy Monitor cannot process?
2. I would like to work with an intraday strategy with a transaction weight, but scale this transaction weight up to daily with building blocks. This works perfect via the Transforming Indicators
Is there a way to teach something like this to the Strategy Monitor? Because that is a pretty good trading rule ;-)
But let me once again ask 2 questions, please:
1. Are there other known blocks (qualifiers etc.) that the Strategy Monitor cannot process?
2. I would like to work with an intraday strategy with a transaction weight, but scale this transaction weight up to daily with building blocks. This works perfect via the Transforming Indicators
Is there a way to teach something like this to the Strategy Monitor? Because that is a pretty good trading rule ;-)
1. "Cannot process" - not that I can think of.
But Glitch explained why some portfolio-level decisions wouldn't make sense to trade using the Strategy Monitor.
2. Add your vote to the feature request for the same thing.
https://www.wealth-lab.com/Discussion/Strategy-Monitor-and-Weighting-9514
But Glitch explained why some portfolio-level decisions wouldn't make sense to trade using the Strategy Monitor.
2. Add your vote to the feature request for the same thing.
https://www.wealth-lab.com/Discussion/Strategy-Monitor-and-Weighting-9514
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