I am using the strategy ranking feature in WLP and over consecutive runs will get inconsistent results. I am using a fixed list of 8 strategies, a daily scale, a 10 year data range, and Portfolio simulation mode with fixed dollar amount on position size.
The results will show different net profits if / when executed multiple times. I can then run the individual strategy and the result for net profit will be different than what is shown in the ranking window list.The Buy and Hold net profit will always be the same no matter which individual strategy is run. This does not make sense.
If ranking strategies in Raw Profit mode, then the net profits will be consistent over multiple executions, but when running individual strategy, the Buy and Hold net profit will still always be the same when executing different individual strategies.
Being that I am just starting out, there may be a perfectly sensible reason this is happening and I am just not setting things to run properly. As of now though, I cannot trust any results and this program is useless for me. Any help in this regard would be much appreciated.
Attached image shows Ranking window (Upper), Strategy window showing difference in net profit from rank window (Middle), and Strategy window showing Buy and Hold net profit always the same, even though it is a separate strategy (Lower).
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Eugene,
Thank you for the poke in the right direction.....this helps tremendously.
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