Updating Lists in QT

[Richard Thomas]

I have been having some major problem with managing lists in QT.
I have my own version of Nasdaq100 strategy that is based on your structure of Leaders, Low volatility and Balanced without Hedge but with different parameters and I do not want to overwrite it with your version.
My Nasdaq list (called Nasdaq100-4 from some previous version of QT) was a bit out of date but I wanted to keep it to see what difference it made to my results using the new list versus the Nasdaq100-4 list. I was also curious to see the results based on just adding the new symbols to my Nasdaq100-4 and not removing the symbols that were no longer part of the Nasdaq100.
My approach was to go into the Stock list Manager, select Nasdaq100-4, duplicate it and call it Nasdaq100 2021 and remove and add symbols to this new list.
I went into the Strategy Manager and removed the old Nasdaq100-4 list and added the Nasda100 2021 list to both Nasdaq100 leaders (N100L) and Nasdaq low volatility (N100LV).
I then restarted QT and the XXXX hit the proverbial fan!!
I got an undefined sub-strategy for every strategy that contained either of N100L or N100LV and I have a LOT of them. After hitting OK to the 35 error messages I finally got into QT.
However NONE of my strategies that used N100L or N100LV were visible in the dropdown list in the Strategy performance screen. They were however visible in the Strategy Manager screen. The updated N100L and N100LV both showed them using the new list, but there was an error message saying that the portfolio was disabled due to Undefined sub-strategies or unresolved symbols or strategy execution problems. The other strange thing was that my old list Nasdaq100-4 was no longer visible in the Components/Stock Lists section of the Strategy Manager screen.
After a bit of trial and error I was able to copy the backup of N100L and N100LV from the backup folder into the ini folder, rename it to remove the numbers in front and delete the latest non working N100L and N100LV ini files.
I then reloaded QT and ran through all my strategies and they appear to be all working and delivering the correct results.
I am now back to where I started!
So can you please show me how to create my three Nasdaq100 lists as described above and alternate between them without causing undefined sub strategy errors.

[Frank1 Grossmann]

I normally do the new lists first in Excel and save it as a csv file which is a comma separated text file. Now it is quite simple to create a new Stock list in QT and import this csv text file. Make sure you use the latest QT version which I published 2 days ago because the older versions had a bug in the list manager. This could be the problem you experienced. If there is a problem in a strategy, then it is disabled. It is still there and after fixing the problems you can enable it wit the enable/disable checkbox.
Best is to copy a new stock list to the strategy and then delete the old one.

[Richard Thomas]

Hi Frank,

I have an update to my problems with the Stock List Manager function in QT.

Firstly it is not possible to delete a list. When you select the delete function nothing happens.

Secondly it is not possible to remove a list from a strategy and add another one. I tested this by creating a test strategy in Strategy Manager and adding the Nasdaq100 list, saved it and viewed it correctly in the strategy performance window.

I then went back into the Strategy Manager, removed the Nasdaq100 list from the Equity panel and added the Dow30 list and saved it with no error messages. However it was not available to be displayed in the Strategy Performance window. I went back to the Strategy Manager and it showed an error message “Portfolio is disabled due to Undefined sub-strategies or unresolved symbols or strategy execution problems”.
I then removed the Dow30 list and added the Nasdaq100 back again – this resulted in the same portfolio disabled problem. I removed the nasdaq100 list from the strategy and just added a couple of stocks and got the same problem. So this test strategy is broken. How would I fix this if it were a “real” strategy rather than a test one?

I have been able to create a new csv file of Nasdaq symbols and import this into a new QT list. However, because of the above problems the only way to use this new list is by creating a new strategy with a new name, which I do not want to do because of the ripple effect on all the other higher level strategies that use this Nasdaq sub strategy that would also have to be changed.

So how do I get the updated list of symbols into my Nasdaq strategies?
I assume I could go into Stock List Manager and delete and add symbols one by one to my old list, but that is a bit laborious. I don’t want to risk damaging my existing strategies, but what would happen if I just imported the new csv file into the existing Nasdaq QT list?

There is one other spurious and somewhat disconcerting event that took place with all my testing and that is at some point, (I know not when), my new Nasdaq csv file was DELETED from my QT folder!!

I’d be grateful for any help you can give.

[Richard Thomas]

Hi LI team,
I’d be grateful if you could respond to the problems I encountered with the List function in QT 3 weeks ago.

[Richard McKamie]

You might want to go into your.ini directory and look at the affected files (strategies) using a text editor and adjust the reference names in those files. Before doing that, I would recommend you duplicate your folder structure and do this in the copied area.

Open the ini files with a text editor like notepad. When you open this file you will see a list of all your strategies and stocks, one on each line. Next you will see Stocklists and Stocksets.

Stock symbols are shown without a #
Strategies begin with a #

I’m guessing that you will see the wrong names in your file. Most likely, it refers to strategies that no longer exists. The files names in strategy folder match the strategies names in the ini file. To fix you would need to carefully change the bad names to good names, being careful not to mess with the format.

I’m certainly not an expert but it might be worth a try.

Example from Nasdaq hedged strategy. If, for example, #Hedge was now called #Hedge2, you would need to #Hedge to #Hedge2.

#Hedge=#Hedge 1,2,1,1,0.00
#Nasdaq100 balanced without hedge=#Nasdaq100 balanced without hedge,2,1,1,0.00
QQQ=PowerShares Nasdaq-100 Index,2,1,1
[StockSets]
StockSet25=Nasdaq100 hedged@Nasdaq100,1,3,StockSetStrategy25,2016-03-16,2019-11-05,#Hedge@1,
#Nasdaq100 balanced without hedge@1,QQQ@1

Example from NASDAQ leaders strategy consisting of only stocks

AAL=American Airlines Group Inc.,2,1,1
…
WYNN=Wynn Resorts Ltd,0,1,1,0.00
XEL= Xcel Energy Inc.,0,1,1,0.00
XLNX=Xilinx Inc.,2,1,1
QQQ=PowerShares Nasdaq-100 Index,2,1,1
SPY=SPDR S&P 500 Index,2,1,1
[StockLists]

$Nasdaq100=1,1,0.00,AAL,AAPL,ADBE,ADI,ADP,ADSK,ALGN,…,XLNX
[StockSets]
StockSet24=Nasdaq100 leaders,3,3,StockSetStrategy24,2015-02-02,2019-12-12,$Nasdaq100@1,QQQ@1,SPY@1

[Alex @ Logical Invest]

Thanks for the detailed update, Richard. Indeed especially after manual changes the list of symbols and strategies can get out of sync. You can also always download a fresh set from our server, and then just copy any own strategies into the /ini folder. This probably is easier and faster than modifying the strategies.

Here the last update: https://logical-invest.com/quanttrader/QuantTrader528SDec2020.zip

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