Misc and Backup

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This topic contains 103 replies, has 21 voices, and was last updated by  Vangelis 1 year, 1 month ago.

Viewing 15 posts - 31 through 45 (of 104 total)
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  • #39716

    Alexander Horn
    Keymaster

    Hi Ivan, thaks for the screenshot, will look into it.

    The “notify” button only works for direct replies to your posts, some are new comments to the topic.

    Use the “Subscribe to topic” button on top, then you get all posts. Also can subscribe to whole QT forum, then you get everything: https://logical-invest.com/forums/forum/quanttrader-forum/

    #39729

    Frank Grossmann
    Participant

    I could apply a 2x leverage to the original Nasdaq100 strategy how it is in our QuantTrader. It perhaps shows this error because it seems that your strategy parameters are incomplete. Top ETFs, allocations … is missing.

    #39730

    Frank Grossmann
    Participant

    It should export the whole table as a csv file.
    [attachment file=39731]

    #39782

    Sam
    Participant

    It should but it doesn’t. As said, I only get one row in csv file created.

    Now, please do tell me how can I make you believe (what proof do you want) it happens like I said on my system? What should I export/attach/…

    I mean let’s not waste the time whether I am able to see and click the “Save as CSV” button but rather, now, tell me what would make you to become convinced that what I am saying really happens – no history of ranking, only one row in created csv?

    #39783

    Sam
    Participant

    Here you go https://vid.me/o0EM (I used the first video sharing platform I found). Movie of trying to export 20 years of ranking history of GMRS which results only in last/current ranking/allocation in csv file…

    #39874

    Frank Grossmann
    Participant

    I see what you mean. The ranking log just saves a table of all ranked ETFs for the current day. You can not save the full ranking of the previous months.
    What I meant was that you click on the other button “Performance Log”. This one will allow you to save all monthly selected ETFs, but if its a Top3 strategy you will get for each month the Top 3 ETFs with performance and volatility.

    If you want to save more ETFs, the best is to select the SRE (Static Ranking Equal Weight) method and select the Top 10 ETFs.

    It is not possible to save more than 10 ETFs

    #39997

    Caleb Mock
    Participant

    I second that request. It will make using the new Intraday signal generator much easier.

    #40149

    Ivan Fisher
    Participant

    Hi Guys,

    could I suggest an improvement to the QT UI. In the UI where it states “current allocation”, could this be changed to ” next rebal alloc ” ( or something similar)

    Then underneath , have a ” current allocation” , which reflects the actual allocations for current open positions

    I find the current setup a bit confusing, especially around the actual rebal day

    thanks
    Ivan

    #40157

    Frank Grossmann
    Participant

    “Allocation (as of today)” would probably be a good name

    #40178

    Ivan Fisher
    Participant

    Could we also have the number of trades for a given strat included in the statistics as well ?

    #40290

    Lanemc
    Participant

    When using a “Portfolio of Portfolios”, the Current allocation displays allocation to the sub portfolios. How do I see the allocation down to the Stocks/ETFs and Funds that are actually traded?

    Link to Screen Shot – https://www.dropbox.com/s/b3add3znqng3c0m/QT%20ISSUE.jpg?dl=0

    Lane

    #40467

    Lanemc
    Participant

    Still having an issue on the Return Charts. Check the link below to the files in question. Image A shows the Return of #NASDAQ100 is flatlined. Image B shows no data for #NASDAQ100. However the performance in the Return charts appears correct and the Summary is correct. I have included the ini files in the link below also.

    I used to be able to close the Backtester and reopen it and the problem went away. Won’t work now.

    Lane

    https://www.dropbox.com/sh/6d1daqumag26muf/AAC2dxf96afEf8BTFJTH9FL9a?dl=0

    #40525

    Lanemc
    Participant

    When I create a duplicate of a portfolio, I get different results on the duplicate and the original portfolio.

    https://www.dropbox.com/sh/fbcekulllssmw7c/AAAKFe4ruciHOmYNXJuMeqLZa?dl=0

    In this link, you can see the NASDAQ 100 Hedged portfolio and the Duplicate Portfolio performance. Both screen shots were within a few minutes of each other.

    Update: This occurred several times today as I was trying to understand what’s happening. I just ran it again and the problem went away. Rather confusing. any ideas? Possible interday data may have caused a problem?

    #40535

    Frank Grossmann
    Participant

    I just tried to do the same duplicate, but there is no difference between the two. Something seems to be different in your setup. The performance curve looks strange with all this steps. Can you send me the QuantTrader.ini file so that I can check what went wrong? Pls send it to fpgrossmann@gmail.com

    #40537

    Lanemc
    Participant

    The ini file is in the same location as the images. You should be able to download it from there. I tried to attach it but got “Error! File type not allowed.”

    Lane

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