Selecting Shanghai-Shenzhen 300 Stocks in a Visual Strategy Builder

Summary

This support note explains why entering an index symbol in a visual strategy builder’s code-list module does not select the index constituents. The module expects individual stock codes, or can be left empty to include all A-share stocks. As a result, using the Shanghai-Shenzhen 300 index code there can cause a full strategy run to fail, even when the module runs by itself without an error.

For strategies that need index data, the note recommends loading it separately through a data-source module, using the index daily-price table. It also suggests that a short backtest period may leave too little data, and recommends extending the period if errors persist. The post provides no detailed error trace or working strategy example, so it does not establish whether the short date range was the cause in this case. Its main practical distinction is between using a stock universe and retrieving index market data.

Key ideas

• The code-list module accepts individual stock codes or an empty value for all A-share stocks.
• An index code cannot be used there to select the index constituents.
• Load index prices separately through an index market-data source.
• A longer backtest window may help if insufficient data is causing a run failure.

Tags

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