SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Mon Dec 16, 2019 6:50 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 2 posts ] 
Author Message
PostPosted: Wed Aug 07, 2019 3:17 pm 
Offline

Joined: Wed Aug 07, 2019 7:49 am
Posts: 20
This is how I run my Strategy_:

1. Download historical bars
2. Set DataSimulator to use historical bars.
3. Suspend Trading and Run in Backtest mode. (to make calculations on historical data)
4. Run Live

I have set StrategyManager.StrategyPersistence = StrategyPersistence.Full, however this is not working as I expected. The result is that old positions and orders are loaded and can be seen in the GUI, however they do not belong to my strategy. Strategy.Portfolio.Positions is empty during live run.
If I skip 1-3 and just run live it works fine as expected.

How can I get StrategyPersistence working while running first in backtest mode?


Top
 Profile  
 
PostPosted: Fri Aug 09, 2019 11:37 am 
Offline

Joined: Wed May 05, 2010 9:49 pm
Posts: 562
Commonly, set StrategyPersistence is enough for simple solutions.
StrategyPersistence.Full or Load for initial backtest
StrategyPersistence.Save for futher live run. Full/Load can load all orders again.

ps you can send me full or part of your solution for debugging.


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 2 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 4 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group