Hi all.
I've searched in forum about pre-emptively ended data and not found a case identical this.
I have a strategy that runs weekly data. I mixed this strategy with others that runs daily data.
With the first day of the week (monday, this day data included), when I run de weekly data strategy alone, there's no such problem (pre-emptively).
But when I run the meta strategy mixed with both (daily and weekly) then I receive this pre-emptively thing. Then, when I remove the weekly strategy from metastrategy, works fine without pre-emptively thing.
MetaStrategy
Weekly Strategy alone
Any thoughs about it?
I've searched in forum about pre-emptively ended data and not found a case identical this.
I have a strategy that runs weekly data. I mixed this strategy with others that runs daily data.
With the first day of the week (monday, this day data included), when I run de weekly data strategy alone, there's no such problem (pre-emptively).
But when I run the meta strategy mixed with both (daily and weekly) then I receive this pre-emptively thing. Then, when I remove the weekly strategy from metastrategy, works fine without pre-emptively thing.
MetaStrategy
Weekly Strategy alone
Any thoughs about it?
Rename
Interesting. I think you can help us by identifying the Weekly DataSet and Provider. Is it a Wealth-Data DataSet?
No, it's a MetaStock dataset. I use a 3rd party software to update data.
But I thought if it was a problem in the dataset it would happen also in the strategy alone, right?
But I thought if it was a problem in the dataset it would happen also in the strategy alone, right?
And the DataSet it's the same of other strategies, only applying Weekly timeframe.
If one of the histories has a later end date than some of the other’s, then yes the backtester will exit the symbols with the shorter history. It looks like that’s what’s happening with the (post-dated?) weekly data in play.
Glitch,
Theoretically, if I convert my weekly strategy to daily and use compressed indicators, the problem could be solved, right?
Theoretically, if I convert my weekly strategy to daily and use compressed indicators, the problem could be solved, right?
What is the date time of your weekly bar? If you run the strategy at the end if the week are the dates of the daily and weekly the same? If so then you shouldn’t see a preemptive exit.
But is this really a big problem? It shouldn’t have much impact on the overall results of the strategy.
But is this really a big problem? It shouldn’t have much impact on the overall results of the strategy.
It’s because I use this to verify what positions I need to maintain, what I need to enter and what I need to exit. I don’t use WL directly to trade.
And I analyze positions in the chart in WL to think how improve my strategies.
I will verify, but I ran the meta strategy this last weekend and it worked fine (with the week data fulfilled). I will test again with 2 days of data in a week to bring more light to this matter, then I will post here.
And I analyze positions in the chart in WL to think how improve my strategies.
I will verify, but I ran the meta strategy this last weekend and it worked fine (with the week data fulfilled). I will test again with 2 days of data in a week to bring more light to this matter, then I will post here.
But I mean, you understand what is going on and why it is happening, so you won't incorrectly close any positions because of this, right?
Right, I don’t close the real positions because of this.
But I have only a morning opportunity at Tuesday (in fact in every working days) before go to my job to run the strategies and prepare to do the trades later the day using my smartphone, so in Tuesday (like today) I don’t know what positions I need to close and need to open.
When I run the metastartegy in weekends, no problem such this preemptive exit.
But I have only a morning opportunity at Tuesday (in fact in every working days) before go to my job to run the strategies and prepare to do the trades later the day using my smartphone, so in Tuesday (like today) I don’t know what positions I need to close and need to open.
When I run the metastartegy in weekends, no problem such this preemptive exit.
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