[B136_Dev5][AlgoWizard] No "MoneyManagement method" is set in portfolio.

Steps to reproduce:
1: Load "Strategy 4.53.171.sqx" and "Strategy 7.31.172.sqx" into "Results" databank in Builder
2: Select two strategies and choose "Portfolio" -> "Merge strategies".
3: Select "Strategies merged to one(trading in parallel)".
4: Save the generated portfolio as portfolio.sqx.


5: Open AlgoWizard
6: Load Strategy 4.53.171.sqx and run "Run quick backtest", to ensure we can get the result.
7: Load Strategy 7.31.172.sqx and run "Run quick backtest", to ensure we can get the result.
8: Load portfolio.sqx and run the "Run quick backtest", and "Backest failed. MoneyManagement method not set" dialog appear.


9: Open "settings".
10: Select the "Money management" tab.
11: Ensure there is a "Strategy will trade fixed number lots" and "Fixed size" and "0.1" value.
12: Click "Run quick backtest".
13: "Backest failed. MoneyManagement method not set" dialog appears again.


Problem:
1: "Strategy 4.53.171.sqx" and "Strategy 7.31.172.sqx" have a "MoneyManagement method", so the quick backtest succeeded.
But the portfolio doesn't have a "MoneyManagement method".


2: Even though I can see "Strategy will trade fixed number lots" and "Fixed size" and "0.1" value in the "Strategy & backtest settings" page, the quick backtest failed. The data is not passed to the quick backtest.

Attachments
Strategy 731172.sqx
(1.69 MiB)
Strategy 453171.sqx
(1.16 MiB)
Portfolio.sqx
(2.84 MiB)
TradingInParallel.png
(38.61 KiB)
MoneyManagement.png
(3.83 KiB)
MergeStrategies.png
(13.53 KiB)
Strategy_backtest_settings.png
(33.91 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

HS
#1

NAPA

09.10.2022 14:41

Task created

E
#2

Emmanuel

10.10.2022 13:57
Voted for this task.
g
#3

Lee Guan Chuan

09.02.2023 08:49

Status changed from New to Fixed

Hi NAPA,


I have fixed the "Money Management" issue. However, the portfolio are meant for code compilation/generation. Portfolio are not able to backtest in SQX.


Thank you.


Votes: +1

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