custom series manual update for portfolio rebalance

Hi Paul,

I created a custom series.
To use the data of that custom series I have to create the series chart form 1999 until today and then save the custom series data.
Now I can use it in a simulation.

If I then create a live portfolio from that simulation, do I then have to manually update the custom series data (create a series chart until the current date and save it)
before every rebalance of the live portfolio?

Or will the custom series be updated automatically?

Thank you very much,

Toby

Hi,

Unfortunately, you’ll need to update the custom series. I thought that we were going to build in an automatic updater for series that were in use, but I don’t think that it was implemented.

Sorry about that.

Paul DeMartino

Hi Toby,

I use a custom series in a live portfolio and it appears to update the series on-demand. For the live port 11/30/2015 rebalance (Monday), the custom series was updated to 11/27/2015 (Friday).

Best,
Walter

I am using custom series that weren’t being updated. It might depend on how they are being used.
Steve

Strange. I wonder if I’m inadvertently updated the series with a sim. The series I use is in a live port hedging module.

Walter

That’s what I get for tossing off a quick response at the end of the day.

This answer was based on looking at one of my series, seeing the “Update it” notice and responding. I don’t think the series is actively used in another system, though, which would mean that it’s not automatically updated.

We’ll look into this further and get back with a definitive response.

I’m using it (them) in a ranking system and they definitely weren’t updating.
Steve

OK, here’s the definitive answer:

If a custom series is used in a portfolio or screen then it will be updated automatically when it is used. (If you have the series open in a separate tab it may be necessary to refresh the tab in order to see the new data.)

It does not update automatically by using it in a ranking system. However if you are using it in a ranking system, you should be able to force an update with the buy rules of a portfolio or screen anyway:

Close(0,GetSeries(“My Custom Series”)) or True

If you’re just running a ranking performance test, update the series first.

Paul or P123 staff - I have a Smart Alpha model that uses several custom series and the custom series are not updating. See this thread:

https://www.portfolio123.com/mvnforum/viewthread_thread,9974_lastpage,yes#lastpost

Steve