Hi,
when I did backtests on Daily basis and changed the position Sizer after the run, the new position sizing rules were applied on that run.
When I change the position sizer on a 5 Minute scale, there is a new run done by WLD.
Is that intentional?
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Hi,
No, it shouldn't happen. How did you determine there was a new run?
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Hi Eugene,
I saw it because the code uses PrintStatusBar() during bar loop.
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What I'm seeing now is that PrintStatusBar works each time position sizing was changed (regardless of bar scale). For me it's quite unexpected.
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I use this line of code:
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Please log in to see this code.
It definitely loops through all bars when I change position size.
I never saw this happen on a Daily timescale.
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How many daily bars do you load? Maybe they get processed too fast?
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Okay, you are right: the statusbar also changes on Daily Bars.
But it seems to me that the whole code is executed. I have included a PrintDebug() in my testcode on Daily Bars and there are several prints to the debug window while playing with position size. It really seems to me that the whole code is executed again.
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Looks like a bug to me.
Because the design, as we all know, is to obtain raw profit results using 1 share and then apply position sizing - like it always has been.
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It looks like it was introduced in version 6. I am on 6.0.51.
[will I get a reward for spotting all these bugs? ;-)]
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[Like throwing in more bugs? ;)]
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Strategies won't re-run in MSB (multi-symbol) mode after applying a different position sizing but will do so in SSB (single-symbol) mode.
Having to run the strategy in an MSB again would be undesirable, and it doesn't happen, but in the case of a single symbol, that doesn't make a big difference.
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but in the case of a single symbol, that doesn't make a big difference.
Totally disagree.
1. why should there be a difference at all between MSB and SSB?
2. A SSB on very long intraday data can take very very long. In that case it would be very good if it was not run again.
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In the first place, PrintStatusBar makes your Strategy run very slow (btw, this fact is mentioned in the RSI Rotation strategy's code).
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