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sglinski
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confused   Value not set for temp variable @L uid 17624 Reply to this Post
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I got this error on a port rebalance, but it is working now (can't reproduce it for you)...
[Apr 30, 2010 7:42:39 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
sglinski
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Re: Value not set for temp variable @L uid 17624 Reply to this Post
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I have a port with a repeatable error:

Port name is: Debug Cross Timer.2

I think the problem is that I am defining a variable (L) in the buy rules, and using it in both the buy and sell rules; previous to today this worked, now it appears the definition of L is lost between the execution of the buy and sell rules?!
[Apr 30, 2010 9:33:52 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
marco


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Re: Value not set for temp variable @L uid 17624 Reply to this Post
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How did you create this port? It has a NULL ranking system which should not be possible to do.
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[Apr 30, 2010 12:07:34 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
sglinski
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Re: Value not set for temp variable @L uid 17624 Reply to this Post
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Guess I'm cutting edge then! I made my own ranker (public) called "Null," which is just one rule "price>0" which I use in many pure technical trading ports.. Hope I can keep using this to avoid revising several ports..
[Apr 30, 2010 8:53:40 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
sglinski
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Re: Value not set for temp variable @L uid 17624 Reply to this Post
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I just realized my answer is not complete- the entire reason for the null ranker was to develop ETF trading systems, by creating a custom list of the stocks held by the particular etf, and using technical buy sell rules on a benchmark signal. Then the null rank will include all members of the etf, simulating a (dollar weighted) version of the same. Of course the etf and benchmark need be related or at least correlated in some way.
[May 1, 2010 8:12:38 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
sglinski
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Re: Value not set for temp variable @L uid 17624 Reply to this Post
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I have verified that the variables set with @VARIABLE in the buy rules used to be active in the sell rules, but no longer (user must redefine the @VARIABLE in a sell rule to use it there). Anyone who uses @VARIABLE should check there code.
[May 1, 2010 1:11:27 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
marco


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Re: Value not set for temp variable @L uid 17624 Reply to this Post
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Took a look at your port and SetVar cannot be used your way.

The sell rules are processed *first* for *only* your current holdings. You cannot use any temp variables set in the Buy rules becasue they have not being processed yet.

You should always get an error using temp variables in the Sell rules if they are not defined there.
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[May 1, 2010 3:15:17 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
sglinski
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Re: Value not set for temp variable @L uid 17624 Reply to this Post
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Thanks for checking this out!
[May 1, 2010 10:51:13 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
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