hello,
it seems, that portfolio backtesting does not allow to apply
different signals or same signal with different parameter values
to different symbols.
it seems, that portfolio backtesting simply applies 1 or all signals
to all symbols each with same parameters.
this is not very useful.
for instance, if you want to create a hedge strategy you need a method
to define the hedge-symbol. currently this is not possible as you would
apply the same hedge symbol (as parameter) to each symbol in
portfolio.
optimization:
when portfolio is optimized, you need to close all charts and quotemanager ? why that ?
please correct me, if i am wrong.
portfolio backtesting - comments
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Re: portfolio backtesting - comments
We don't understand what it is you are describing. Can you please post a strategy to illustrate the case?hello,
it seems, that portfolio backtesting does not allow to apply
different signals or same signal with different parameter values
to different symbols.
it seems, that portfolio backtesting simply applies 1 or all signals
to all symbols each with same parameters.
this is not very useful.
for instance, if you want to create a hedge strategy you need a method
to define the hedge-symbol. currently this is not possible as you would
apply the same hedge symbol (as parameter) to each symbol in
portfolio.
You don't need to close anything when a portfolio is optimized.optimization:
when portfolio is optimized, you need to close all charts and quotemanager ? why that ?
please correct me, if i am wrong.
Just as a side note.... I had the same issue, and occasionally receive a message saying that i need to close the chart or power language editor down.
I do so and then it all works.... I have no idea of the sequence of events that leads to this.
But generally it allows me with no problems. I initially thought it was just part of the way the system works.
Either way its not an issue.
I do so and then it all works.... I have no idea of the sequence of events that leads to this.
But generally it allows me with no problems. I initially thought it was just part of the way the system works.
Either way its not an issue.