runDonor not working?
Author: wouterv
Creation Date: 10/22/2009 12:23 PM
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wouterv

#1
Hi,

I'm trying out the samples on this page:

http://www2.wealth-lab.com/WL5WIKI/Default.aspx?Page=kbInteractingWithPortfolioEquity

I c&p the first sample to check it out, but somehow the Donor execute method never seems to be called. When I check out the results no trades are ever executed, so the equity panel shows only bars with the start equity.

I added a PrintDebug before and after the u.runDonor statement and they show up. I also put a PrintDebug in the execute method (at the start) of the Donor, and that one never shows.

I run the scripts on the nasdaq 100 dataset and I've tried several simulation modes. No results. Am I missing something? Or maybe things stopped working since 5.5?

Thanks,
Wouter
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Eugene

#2
5.6 is going to break it due to a configuration string format change (unless I have time to fix it), but I'm not sure about 5.5. Let me see and get back to you.
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Eugene

#3
No, I checked the first example in 5.5 and it still works.

Everything is going as expected - no trades should come up. The first example only runs a "donor" system, and plots the "donor" portfolio equity when you click on individual symbol's chart.
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wouterv

#4
Well at my end I just see a flat line. And as said, the debug statement doesn't show in the debug window. Is this normal?

Wouter
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Cone

#5
QUOTE:
the debug statement doesn't show in the debug window. Is this normal?
It's normal if, a) the statement is not executed, or, b) it's followed (logically executed) by a ClearDebug() statement.
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Eugene

#6
If runDonor stopped working (like it will in 5.6), strategy won't run but would produce an exception.

Are you data up to date? What's the data range?
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wouterv

#7
It looks like I only get results in raw profit mode and not in portfolio mode...
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Eugene

#8
Are you data up to date? What's the data range? DataSet, provider - be verbose.
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wouterv

#9
The yahoo nasdaq 100 set that was delivered with wealth-lab. I've updated it.

Scale: daily
Data range: all data
I'm using the portfolio simulation mode and selected 5% maximum percent risk
I've put starting capital at 1000000
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Eugene

#10
Thanks, that matters. Don't select the Maximum Pct Risk option for this example strategy from the Wiki because it doesn't assign the initial stop loss price to the RiskStopLevel property. You'll need to assign a stop price to RiskStopLevel or select a different position sizing option.
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sedelstein

#11
Hello Eugene

I just upgraded to 6.6

I tried running the first example code found in http://www2.wealth-lab.com/WL5WIKI/kbInteractingWithPortfolioEquity.ashx

It generates the following error

Method not found: 'Void WealthLab.TradingSystemExecutor.Execute(WealthLab.Strategy, WealthLab.WealthScript, WealthLab.Bars, System.Collections.Generic.List`1<WealthLab.Bars>)'.


Is there a solution or does this method die in the latest version? I hope not. I find it very useful.


NEVER MIND. I SEE THAT OTHER COMPONENTS NEED TO BE UPDATED. Apologies
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Eugene

#12
Yes, due to a change in 6.6 we had to recompile Community Components.
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