Why PosSizer Equity/Cash are coming not from my Fidelity Account?
Author: Frank1972
Creation Date: 1/11/2017 5:01 PM
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Frank1972

#1
I've been searching and reading the Forum for a couple of hours and can't seem to find this information. So I thought I would ask:

When my position sizing algorithm runs and hits my break point in SizePosition I'm seeing the equity and cash set to $100,000. This seems to be a paper account and not my Fidelity account. Am I doing something wrong with my configuration of Wealth-Lab or do I just not understand how the PosSizer works?

Sorry in advance if this has already been answered somewhere already.

Thanks,

-Frank
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Eugene

#2
Hi Frank,

Let's summarize. Some unknown algorithm runs in a Wealth-Lab tool (could be Strategy window or it could be Strategy Monitor) and some property (we aren't sure which exactly) at some unknown bar is returning the $100K value under VS debugger. It happens unexpectedly and probably repeatably.

Well the beginning is intriguing and I have a feeling that the story should unfold as there's quite a bit of unknowns. ;) If this happens just with one or few particular strategies, it (or they) could be assigned to the Paper Account. If it's global, the $64K question is how can we reproduce it? The more details the better the chances to track the problem down.
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Frank1972

#3
Eugene,

Sorry for being vague. I'm running a strategy that is running in a Streaming Strategy Window on the symbol SPY on a 1 minute chart. The code for the strategy is:
CODE:
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The code for the PosSizer is as follows:
CODE:
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I have configured WealthLab in the Preferences->Trading->DefaultAccount to be my Fidelity Account. I have placed a conditional break point on the
CODE:
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The condition is:
CODE:
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When I do this I see a screen similar to the one attached. Please note in the Locals window in the bottom left corner of the screen that
CODE:
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I have circled them with a red line.

So with that:
When my position sizing algorithm runs and hits my break point in SizePosition I'm seeing the equity set to $100,000. This seems to be a paper account and not my Fidelity account. Am I doing something wrong with my configuration of Wealth-Lab or do I just not understand how the PosSizer works?

Please let me know if you need more information in bringing this issue/question to a resolution.

Thanks,

Frank
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Eugene

#4
Frank, thank you for providing the detailed walkthrough. The $100,000 figure is your strategy's Starting Capital as set in the Position Size dropdown box. It's by design. The Accounts window doesn't have to do with sizing positions in backtester.