- ago
Hi
I am using a csv file setup as d/mm/yyyy. It is the only csv file in a folder. Whether I run as a single symbol or portfolio, and whether I use All Data or last x years, I am getting very weird results. The benchmark (SPY) is also wrong - showing big step ups and downs. When I check a SPY chart standalone though it looks normal. The strategy is only a Buy at Market - nothing else and no sell rules (!) - using the Building Block. I wanted to see the statistics on an equity curve I had made in Excel.

For sizing I am simply buying 100% at next bar open, using next bar open for sizing, and have also tried buying 100% at next bar open, using current price for sizing, but allowing 1.05 for margin.

I can email you the csv file if you like. I have attached the images here.

My build and all plugins are up to date.

Thanks and regards
Rod
PS: WL is also running MUCH slower than normal for me (on a powerful machine). A different system I ran 3 days ago took 20 seconds for 10 years of data, and is now taking 3 minutes.



0
475
Solved
6 Replies

Reply

Bookmark

Sort
- ago
#1
Addendum: My raw data is perfect, but when I copy the WL equity curve and put it into Excel one can see the issue. At the end of each month the month is reverting (it does the same each month). I can't get WL to "like" d/mm/yyy csv data. See the attachment below, and see the end of January. The last column is the difference in dates from one row to the next. Again, the raw data is perfect.

0
- ago
#2
Hi Rod,

Most likely it's faulty data but may be an incorrect ASCII setup.
0
Cone8
 ( 6.30% )
- ago
#3
If you can't figure it out, zip up and send us a few data files to support@wealth-lab.com.
0
- ago
#4
Thanks both. I sent you the files.
Thanks for looking at this.
Best regards
Rod
0
- ago
#5
Hey Rod, you seem to be setting this up as "d/mm/yyyy" but "mm" is for minutes. "MM" in your case is the month, when it's always double digit. Please give this a try.
0
Best Answer
- ago
#6
Ah bingo! Thanks. That was the answer. MM is months, mm is minutes.

As a primary school teacher said to me once "It is better to ask a question and be a fool for 5 minutes, than to not ask and be a fool forever". I am happy that I looked like a fool for 5 minutes:))
3

Reply

Bookmark

Sort