Pair Trading Lab Helpdesk & Forum

Pair Trading Lab => Questions & Answers => Topic started by: tcima on February 15, 2022, 11:06:04 pm

Title: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
Post by: tcima on February 15, 2022, 11:06:04 pm

Hi,

When I try to add Kalman-auto pairs to my portfolio, the system returns the message, saying "Error occured: Unsupported model 8."
I hope this issue will be fixed soon.

Title: Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
Post by: admin on February 16, 2022, 07:32:09 pm

I will take a look. Thanks for reporting.

How did you attempt to add the model? From within the portfolio manager?

Title: Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
Post by: tcima on February 18, 2022, 01:43:34 am

Hello,

Thanks for your support.

Quote from: admin on February 16, 2022, 07:32:09 pm

How did you attempt to add the model? From within the portfolio manager?

The following sequence:

• Select a pair in the list of search results.
• In the Analysis page of selected pair above, click on an icon of Karman-auto (black inverted triangle) in the chart of Profit Analysis.
• In the Backtest page, select a portfolio to add the pair.
• The message "Error occured: Unsupported model 8" pops up, and the addition fails.  :-[

This error occurs in 100% of trials only for Karman-auto.

It might be easy to fix for you.

Title: Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
Post by: admin on February 27, 2022, 04:54:38 pm

Fixed.

Title: Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
Post by: tcima on February 27, 2022, 11:05:28 pm

I checked that Kalman-auto pairs were added to my portfolio normally.
Thanks!  :D