Diagnosing Missing Position Data in Simulated Strategy Runs

Summary

This support exchange concerns a strategy that completes a backtest but errors during simulated trading, apparently when position information is unavailable. A reply says this kind of error commonly occurs when the code cannot retrieve the current holdings and recommends checking the logic that reads the active position list. The user then clarifies that the day’s stock purchases had already completed and suspects the failure occurred in a system statistics process, but does not know where that process runs.

The discussion highlights a useful troubleshooting distinction: backtest success does not establish that position queries will behave the same way in simulation. Checking the current holdings list is the concrete diagnostic suggestion, while the follow-up raises the possibility that a platform-level reporting step is involved. The exchange does not identify the failing module, provide a code fix, or confirm the root cause. Its advice is a starting point for investigation rather than a definitive explanation, and the screenshot reference is not available as text here.

Key ideas

• A strategy can pass backtesting yet encounter a position lookup error in simulation.
• The reply suggests inspecting the logic that reads the current holdings list.
• The user reports that the issue appeared after completing the day’s stock purchases.
• The exchange does not establish whether strategy code or a system statistics process caused the error.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.