Hi,
I set up a strategy rankings window with dataset, timescale, range and position size. The position size I set to 25% of equity, margin 1.1, max longs 4 and max positions 4 so I'm expecting that it will override the position sizing of the individual strategies and up to 4 positions will be held concurrently for the backtest.
If I then run the backtests, I see that the position size of the strategies is set to 50%, max longs 4, max positions 4, margin factor 1 (so % of equity position and margin factor are different). This is different from the default for the strategy and for the strategy rankings window. If I check the results, this is the position sizing that appears to be being used.
Is this a bug or am I misunderstanding how the system works?
I set up a strategy rankings window with dataset, timescale, range and position size. The position size I set to 25% of equity, margin 1.1, max longs 4 and max positions 4 so I'm expecting that it will override the position sizing of the individual strategies and up to 4 positions will be held concurrently for the backtest.
If I then run the backtests, I see that the position size of the strategies is set to 50%, max longs 4, max positions 4, margin factor 1 (so % of equity position and margin factor are different). This is different from the default for the strategy and for the strategy rankings window. If I check the results, this is the position sizing that appears to be being used.
Is this a bug or am I misunderstanding how the system works?
Rename
I can't duplicate that in the way you wrote it. After you Run Backtests, the strategies will take on the sizing specified, which is what you expect.
If you change the sizing after Run Backtests, inspecting the strategies won't reflect the new size yet... until you Run Backtests.
If you change the sizing after Run Backtests, inspecting the strategies won't reflect the new size yet... until you Run Backtests.
Hi @Cone,
Heres the defaults for a strategy - 100% equity, 1 position long, 1 position max
Here's the Strategy ranking setup - 25% equity, 4 positions long, 4 positions max. This is in a new strategy ranking window.
I then drag strategies in and run backtests. Selecting the one from above we see this is the defaults:
So the positions long and the max positions are carried through but the equity is 50%.
If I look at all other strategies in the strategy window, all are at 50% of equity.
If I then run the strategy it gives the same values as in the strategy rankings window - i.e. using 50% equity and therefore a maximum of 2 positions, not 4.
Heres the defaults for a strategy - 100% equity, 1 position long, 1 position max
Here's the Strategy ranking setup - 25% equity, 4 positions long, 4 positions max. This is in a new strategy ranking window.
I then drag strategies in and run backtests. Selecting the one from above we see this is the defaults:
So the positions long and the max positions are carried through but the equity is 50%.
If I look at all other strategies in the strategy window, all are at 50% of equity.
If I then run the strategy it gives the same values as in the strategy rankings window - i.e. using 50% equity and therefore a maximum of 2 positions, not 4.
Thanks for clarifying. That's what I understood you to say.
It's just that I can't make that happen - not even with a "Locked" Strategy.
It's just that I can't make that happen - not even with a "Locked" Strategy.
thanks Cone.
Is there something I can do to clear caches or reset settings to resolve the issue? Or uninstall / reinstall WL?
Thanks
Is there something I can do to clear caches or reset settings to resolve the issue? Or uninstall / reinstall WL?
Thanks
Re: uninstall / reinstall WL?
No, this is never a solution and a waste of time.
You can try this -
1. File > Open WealthLab User Data folder
2. Close WL
3. Rename Settings.txt to anything else (don't delete)
4. Start WL and try now. A new Settings.txt file will be created.
If it changed something, send your renamed Settings file to info@wealth-lab.com. Maybe we can determine something from it.
No, this is never a solution and a waste of time.
You can try this -
1. File > Open WealthLab User Data folder
2. Close WL
3. Rename Settings.txt to anything else (don't delete)
4. Start WL and try now. A new Settings.txt file will be created.
If it changed something, send your renamed Settings file to info@wealth-lab.com. Maybe we can determine something from it.
thanks,
I did as you suggested but there is no change in behaviour. Anything else you can suggest to help?
thanks
I did as you suggested but there is no change in behaviour. Anything else you can suggest to help?
thanks
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