2. i start a backtest on 01.01.2000, but the first position is opened only in 2001 although the corresponding signal existed already sometime in 2000...why are entries overlooked by the system?
Rename
There are no details to tell but probably because of the seed period. That said, your indicators may require a long time it takes to build them e.g. 200 days for a 200-day SMA.
Re: "two elementary questions". It's optimal if you ask one distinct question per topic, and don't group unrelated issues together. Name the topic(s) so as to summarize the gist of the issue rather than describe what kind of question it is in your opinion. Thanks.
Re: "two elementary questions". It's optimal if you ask one distinct question per topic, and don't group unrelated issues together. Name the topic(s) so as to summarize the gist of the issue rather than describe what kind of question it is in your opinion. Thanks.
QUOTE:Be specific. For a question about something you're testing on your computer with WealthLab, the following is the bare minimum we require to give you anything better than a guess:
why are entries overlooked by the system?
1. Strategy
2. Symbol or DataSet
3. Starting Capital and Position Sizing.
4. List of Historical Providers checked in the Data Manager.
I take a simple transaction weight strategy with RSI, buy the highest values, start 01.01.2008, but the first position is opened on 04.01.2010, 11 months later...this can not be right.
QUOTE:Obviously, if there was that big of a bug in WL we would all be seeing it, but we are not. So clearly it's a problem with your setup.
first position is opened on 04.01.2010, 11 months later...this can not be right.
The burning question remains, what's wrong with your setup? Well, can you post your setup and configuration so we can answer your question? See the list in Reply# 2.
Please share your system so we can answer.
As can be seen, the backtest is to start on 01.01.2000. As a start I choose Transaction Weight with the MathIndOpInd where the close is divided by the SMA 260. First trade is executed only on 12.01.2001.
Re-read what I said in my first reply. Your system is based on a 260-day SMA which requires 260 trading days (more than a calendar year) to build up.
ok, Thanks
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