Universe based on an other systems holdings

[judgetrade]

Is it possible to define an universe based on an other systems holdings, if yes, how.
Thank you
Best Regards

[WalterW]

I tried that with Portfolio() is a universe. It worked within the universe but when I tried using that universe in a simulation, it failed.

So yes and no.

Yes for screening within the universe component. No elsewhere.

Is there another way?

Portfolio() + Universe = Invalid criteria in Rule 1. Error near 'Portfolio': Invalid command 'Portfolio'

I added a bunch of Portfolio() functions to a Universe component with of the idea of adding a second simulation pass. The Universe component will accept the portfolio functions and produce a list of stocks. However, when the universe is used in a sim, the following error report is provided; Invalid criteria in Rule 1. Error near ‘Portfolio’: Invalid command ‘Portfolio’ Is this hard a limitation? BTW, adding Portfolio() to the the sim’s buy rules works, so there is a workaround.

[judgetrade]

Thank you!!!

[aschiff]

When you run a custom universe directly via the Run Screen button, it unfortunately uses the screen vocabulary, not the universe vocabulary. So it gives you a false sense of what you can do in a universe. In this case, the vocabulary reference for custom universe correctly omits Portfolio and Account.

Due to technical limitations, we didn’t make Portfolio and Account functions available in the custom universe contexts, as the work involved in computing historical positions would necessitate certain optimizations using information not currently made available there.

Apologies for the late reply, @WalterW, and thank you for following up here.