John W Elite    Posts: 654 Joined: 10/11/2012 Location: Sydney, NSW, Australia  User Profile | Originally written by 291234 on 12/25/2014 5:14 AM After running some tests, I believe (waiting to verify) that Dynamic Portfolios are rebalancing the strategies as long as the account that was used to create to create the DP has not been deleted or modified. But, in Portfolio Wizard, the Output tab seems to have some issues, which makes verifying that rebalancing is taking place difficult. When you click on an existing DP, Portfolio Wizard opens & the Dashboard, Strategies, & Evaluation Functions tabs all correctly show the settings used for the selected DP (as long as the account still exists). The Output tab, however, does not, & is currently showing only the results from the last Portfolio Analysis that has been run. Furthermore, after rebalancing occurs, the Output tab might not be displaying the latest strategies. I'm waiting to verify this as well, but that's my guess. Barry and Angela, Here's a little more input to help you figure out why the PW Output tab might not be displaying the latest strategies. I selected Account GX01 and confirmed that each of the four dynamic portfolios had no strategies on the Output tab of PW. I then selected each DP singly and attached the single portfolio to the Accounts page. Each of the 4 DP's appeared to continue to generate trades on the Trades page. Then back to the Accounts page and double click on the DP to get to PW. I continued this process which again confirmed no Strategeis on the Output page. By the time I got to the last DP I decided to try clicking "Calculate Statistics" on the Strategies tab of PW. The last two of the four Dynamic Portfolios then showed the latest rebalanced strategies! Good. The first two portfolios still did not show any strategies. Bad. I then selected the first DP and then clicked "Calculate Statistics" on the Strategies tab of PW again. The first DP then showed rebalanced strategies. The second DP still did not show any rebalanced strategies. Once again "Calculate Strategies". Hey presto! - the second DP now showed the rebalanced strategies on the Output tab. Now for the kicker - when I returned to OV, hooked all 4 DP's back up to Account GX01 and then double clicked each DP on the Accounts page, only portfolio 3 shows rebalanced strategies on the PW Output page, the other DP's have 'lost' them again! I would have expected to see the Portfolio 2 strategies since that was the last set I was able to make visible. To reconfirm an earlier point, the Trades page in OV showed that trades were continuing to be generated even before I started the recalc process, confirming both your and my earlier observations that trading does not appear to be affected. Conclusion: There is something amiss on the PW Output page, but by continually hitting "Recalculate Statistics" the issue can be overcome by spending a bit of time watching the spinning wheels. The results however appear only for a short time and then vanish again. Hopefully this input may provide the clues you need to fix the PW Output tab issue. John | |
