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I'm using AB 4.70rc2, with most of the system test settings in default
mode.
I run a portfolio-level system test where a full portfolio of 10
stocks in a watchlist is bought/sold on the same Foreign() buy/sell
signals from ^GSPC. Position-sizing is based on this:
PosQty = 10; // You can define here how many open positions you want
SetOption("MaxOpenPositions", PosQty );
PositionSize = -99/PosQty; // invest 99% of portfolio equity/
...and the difficulty I'm having is not related to the equity being
too low.
If all the stocks in a watchlist I'm testing have data available for
the entire test period, all the stocks get bought/sold as they
should. However, if one of the stocks is a new issue (or for some
other reason there isn't data available), what happens is that the
system tester buys stocks (in the alphabetical order of the watchlist)
UNTIL IT REACHES THE STOCK WITHOUT DATA AT THAT TIME. It doesn't buy
that stock, of course, because there's no data. However, the system
tester doesn't "jump" to the next stock(s) in the watchlist and buy
them. Instead, it simply buys the first stocks on the list until it
reaches the one with missing data, then doesn't buy any more even if
there IS data available for those remaining stocks.
As a practical matter for me, the fix is easy: Kick the stock without
data for the full test-period and simply replace it with another that
has continuous data. There's no such thing as a stock that's
irreplaceable.:)
I just ran across this glitch and thought I'd pass it on. (My AB
version is several months old, so it may even be a bug that's already
been fixed.)
Luck to all,
Sebastian
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