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91
Questions & Answers / Change of slot number does not change performance in the backtest
« Last post by tcima on February 28, 2022, 06:42:48 pm »
Hi,

I've been tuning my portfolio and have the following issue:

When I doubled the number of slots of a pair in a portfolio, both the CAGRs of the pair and whole portfolio (strategies: 9, max slots: 10) did not change a bit. The margin allocated to the pair is 100%.

I'd like to know why the performance doesn't change.

Thanks in advance
92
Questions & Answers / Re: Portfolio download
« Last post by tcima on February 27, 2022, 11:11:27 pm »
I checked RSI columns appearing in the csv file.
Thanks!  :D
93
Questions & Answers / Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Last 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
94
Questions & Answers / Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Last post by admin on February 27, 2022, 04:54:38 pm »
Fixed.
95
Questions & Answers / Re: Portfolio download
« Last post by admin on February 27, 2022, 04:54:14 pm »
Hi,

this issue has been fixed.
96
Questions & Answers / Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Last post by tcima on February 18, 2022, 01:43:34 am »
Hello,

Thanks for your support.

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.
97
Questions & Answers / Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Last 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?
98
Questions & Answers / Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Last 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.
99
Unfortunately not. The database uses fixed horizon of 3 years.
100
Can I apply a longer period (more than 3 years) when using database searching? Thanks.
Pages: 1 ... 8 9 [10]