Why WL8 does NOT guarantee deterministic internal ordering of signals to ensure that DataSet performance is same for each run ?
Is it because of multithreading ?
How to make it deterministic when using Position sizing Max Risk ?
Is it because of multithreading ?
How to make it deterministic when using Position sizing Max Risk ?
Rename
Here's how it works:
1. All signals are assigned a Weight, random by default.
2. Backtests process Signals in order of highest to lowest weight.
Consequently, by default, if trade candidates are vying for capital you'll get random results. To make it deterministic you need to:
a. Assign your a Weight to AtMarket entry orders.
[Lowest] RSI is a good one to use. Building Blocks have a Transaction Weight condition for that.
b. Limit/Stop systems are different.
You can assign a weight, but the only one that is "true" is the Time of Day. This is where you look up Granular Processing in the Help Guide > Strategy > Strategy Settings.
1. All signals are assigned a Weight, random by default.
2. Backtests process Signals in order of highest to lowest weight.
Consequently, by default, if trade candidates are vying for capital you'll get random results. To make it deterministic you need to:
a. Assign your a Weight to AtMarket entry orders.
[Lowest] RSI is a good one to use. Building Blocks have a Transaction Weight condition for that.
b. Limit/Stop systems are different.
You can assign a weight, but the only one that is "true" is the Time of Day. This is where you look up Granular Processing in the Help Guide > Strategy > Strategy Settings.
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