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Hi guys – just a quick update – not sure what I was doing to cause the error, but it’s not happening any longer. I have a feeling I may have included a special character in a strategy name or short name and that may have been the culprit. Either way – all good now. Thanks!
Thanks Frank. Did you also try making a strategy with XT? That seemed to be the issue for me (I was also able to download XT, and hadn’t used the $ when doing so).
Hi – I’m on version 513S. I recently created a new portfolio, optimized it, and saved those new settings. However, when I go back into the Portfolio Manager to review that new portfolio, the settings that I added aren’t present… instead the settings of the most recent “regular” portfolio that I viewed are displayed. Please fix this. It’s really hard to understand what is saved vs. what isn’t when this is the case. I’ve been using QT for 9 months and this is the first time I’ve seen this.
Also – I echo comments from others regarding the need to make it easier for users to recreate our custom portfolios when there is a base strategy change… I’m only doing this because a new .ini file was launched and I’m forced to recreate my meta strategies. Thanks.
Hi guys – I’m a big fan of your service – been using it for over a year with great results and just recently upgraded to QuantTrader. So far so good!
Question for you – I use BRS as a dynamically allocated hedge in one of my custom strategies. I’ve been reflecting on what might cause that to not work out so well, and the assumed reverse correlation of stocks and bonds immediately comes to mind (namely, if we get a recession / crash of some sort that treasuries will go up). To mitigate this, I was thinking of incorporating some sort of ‘go to cash’ option, and noticed that you used to incorporate $SHY in the BRS but no longer do so. Do you mind sharing your perspective on a ‘go to cash’ option (knowing that $SHY isn’t actually cash) for the BRS, and why it was removed? I understand that the backtested performance might be better with the current 4 BRS ETFs, but the assumed reverse correlation mentioned above makes me a little nervous. Thanks!
Hi guys – is it necessary to combine my .ini file (with my own strategies) with the new .ini file that is deployed in a release? How does this work when you release updates to the core strategies or launch new ones (US Sector Rotation, as an example)? Thanks.
Hi – just a note of gratitude to the folks that contributed to this thread. I had been a ‘regular’ Logical Invest customer for the past year, and just upgraded to Quant Trader over the past few weeks. This post has been a source of inspiration for me, so thanks!
Hello – the updated allocation for this strategy is ACWV + TLT, but TLT is not the best bond ETF. Can you check into this and either correct the signal or let me know if I missed an update to the strategy? Thank you.
Have any members used out of the money covered calls to supplement the strategy signals? If so, can you share your experience, lessons learned, and guidance? Obviously you stand to lose out in a strong uptrend; yet would benefit in a downtrend. I’m curious to learn if others have tried this, and to what success.
