Greetings,
I have a live strategy that seems to misbehave.
After rebalancing, some holdings had negative weights. In an attempt to resolve this I manually rebalanced again, but that lead to certain transactions being done twice (and current holdings having weights higher than they should have).
Strategy id=1909772.
Hope to hear.
Victor
This may be a stupid question, but is it not going short?
It appears to have only “gone short” because it double-sold this week’s sells (and double bought the buys).
His manual rebalance appears to have closed the shorts (presumably because they shouldn’t exist in a long-only strategy), but the issue of double-buys persists.
hmmm.. Interesting. Perhaps would be useful if sell rules if any are posted. Is it a book?
It is a long live strategy, not a book.
Any idea, why is happening that? Glitch?
Hi Victor,
It looks like a race condition where the automatic rebalance was at 05:01:16 and the manual rebalance was at 05:01:47. Perhaps you initiated the rebalance manually and received your recommendations before AutoRebal processed the strategy and then you committed your recommendations after AutoRebal had already added them as transactions. This would create the duplicate sell transactions you observed.
To correct this, you could export your transaction history so you have it just in case something goes wrong with the next step. Then delete all the bad transactions from 2/16 and 2/17 and just leave the first transaction for each ticker. Or if that is too messy to do directly on the site, you could just delete all the 2/16 and 2/17 transactions and then use your exported file to get the set of valid transactions and import those back into the strategy.
