The new layout has three different loading options:
1.) add existing model
2.) add ETF
3.) add Stock
1.) “add existing model” does not allow selection of all models. Some directories which contain models show zero models for selection. Why is this happening? The old algorithm worked perfectly well. The new version is not an improvement for setting up a combo, it does not work properly. Please fix this error.
2.) and 3.) have no effect. What is the idea of these loading options? Why would one want to add a single stock or ETF as a component of a book?
As to why someone would want to use a single stock or ETF in the book, it’s actually something that we’ve had requested not infrequently. The idea of holding a specific security in a specific percentage for risk management purposes against a changing portfolio isn’t that far-fetched, and it’s usually the pros who request it.
Thank you, this all works now.
Very nice change to the combo algorithm, especially that one can now have specific backtest periods without adding a dummy model with zero weight to effect this.
Still something wrong.
The weight settings change after running book simulation. In this test the ETF IEF was given a weight of 40% and the other 6 positions a weight of 10%. After the simulation the weights all change to equal weight. It may have something to do with BF.B set to in-active? If I remove BF.B then IEF retains its 40% weight after the simulation.
The Relative Weights are changing after a simulation.
To reproduce the problem do this:
Take any book and hit the “reset” button in the position sizing tab.
The weights are correctly reset.
Run the Book Sim.
Revisit the position sizing tab, notice that the weights not the same, in fact they changed so much that the simulation is useless.
