Author Topic: Adding Kalman-auto pairs to Portfolio fails, Backtest Page  (Read 424 times)

tcima

  • Newbie
  • *
  • Posts: 42
  • Karma: +0/-0
Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« 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.

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 324
  • Karma: +12/-0
    • Pair Trading Lab
Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Reply #1 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?

tcima

  • Newbie
  • *
  • Posts: 42
  • Karma: +0/-0
Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Reply #2 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.

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 324
  • Karma: +12/-0
    • Pair Trading Lab
Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Reply #3 on: February 27, 2022, 04:54:38 pm »
Fixed.

tcima

  • Newbie
  • *
  • Posts: 42
  • Karma: +0/-0
Re: Adding Kalman-auto pairs to Portfolio fails, Backtest Page
« Reply #4 on: February 27, 2022, 11:05:28 pm »
I checked that Kalman-auto pairs were added to my portfolio normally.
Thanks!  :D