Hello,
when executing a signalling strategy normally in Wealthlab V6.8, all works well.
I write a ticker list, sorted acc. to an indicator value, in a textfile.
When executing under the "Strategy Monitor" , the written output list is not sorted in the wanted way.
Its still sorted after the ticker because the strategy loops trough the portfolio
ticker after ticker.
Whats wrong ? It seems, that the sort statement is not properly
executed in strategy monitor.
affected code piece:
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Please see the User Guide > Strategy Monitor >
Operational difference between the Strategy Monitor and Backtester:
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The Strategy Monitor runs the Strategy individually for each symbol as soon as the data is available.
The difference lies somewhere along these lines, I suppose.
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Eugene, you may be very right here.
This list sorting is done after the last portfolio symbol:
CODE:
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Assuming that each ticker is handled separately, means that I have an one-element list
within the strategy monitor and the sort is correct... but not in the desired way.
Is there any workaround here besides avoiding the strategy monitor in this special case ?
Rene
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Rene,
Have you tried reworking the strategy to loop through all of the DataSet's components in Single Symbol Mode?
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