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kmcintyre

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Joined: 10/11/2012
Location: Portland, OR

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Subject : RE: Is automatic rebalancing working?
Posted : 12/6/2014 8:23 AM
Post #34589 - In reply to #34587

John,

I have one DP that I created back in July - August. Shortly after PW went alpha... My other work has been memorialized, but I dumped all the portfolios when I hit the limit in OV and couldn't save anymore.

Regardless, my focus is forward. I need newly created DPs to rebalance.

WRT your question on using different settings, as I recall the warning voiced was that PW was very sensitive to any changes in Account settings. Specifically Mark Holstius warned of using one set of settings when creating and another while deploying DPs. I've documented fairly extreme variations in performance based on slight changes to Account settings as well. But it has always been POSSIBLE, just not advisable.

WRT using 2 accounts, I use one account to create DPs and a different account(s) to deploy because -
1) I have multiple live trading accounts. I don't want to do any development work on the live accounts.

2) So I do all my experimenting with test accounts. If I find a strategy or portfolio that I want to trade live, I start by testing with a surrogate to my live account. I.E. I create a new account and import the settings from my live accounts. I test against each of my live account settings.

3) If I still like what I see, I enable the strategy or portfolio in my live accounts.

Since that is my deployment workflow, I always use a "create account" and a "deployment" account, even when I'm in development. It helps ne find issues (like rebalance not working) BEFORE going live.

YMMV

Keith



Deleting message 34589 : RE: Is automatic rebalancing working?


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