Diagnosing Unexpectedly Infrequent Rebalancing in Backtests

Summary

This brief Chinese-language support exchange addresses a strategy configured for daily rebalancing that appears to trade only every seven days in backtesting and does not rebalance in simulation. The response points to a condition in the backtest module’s main function that delays trade-logic evaluation until a holding-period threshold is reached. It describes that condition as requiring five days of holding before checking whether to trade, and recommends commenting out that portion to allow the intended daily checks.

The document offers a specific explanation for the schedule mismatch, but provides no code excerpt, platform details beyond BigQuant, test results, or confirmation that removing the condition resolves the simulation behavior. The linked strategy is not reproduced, so the exact implementation and any other scheduling constraints cannot be assessed. The advice is therefore a narrow debugging clue rather than a general rebalancing method.

Key ideas

• A holding-period condition can delay when a strategy evaluates its trade logic.
• The response identifies a five-day holding check as a likely cause of infrequent rebalancing.
• Commenting out the relevant condition is suggested to restore daily evaluation.
• The exchange does not demonstrate whether this change fixes the separate simulation issue.

Tags

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