Troubleshooting Missing Rebalance Signals in BigQuant Simulations

Summary

This brief support note addresses a BigQuant workflow where a ranking strategy appears to backtest normally but produces no rebalance signals in simulated trading. It points to configuration and data-window checks: bind the code-list module’s end date to live-trading parameters so the date advances during simulation, and set the feature-extraction module’s lookback period sufficiently large. The author suggests about 60 trading days as a practical setting.

The advice is a platform-specific troubleshooting checklist, not a strategy or a demonstrated diagnosis of a particular account. The post reports no controlled test, screenshots, or confirmed resolution; it asks for the simulation identifier if further investigation is needed. The guidance may help when a simulation’s date range or historical feature window is limiting signal generation, but the note does not establish that these are the only causes of missing rebalance signals.

Key ideas

• A backtest that works may still fail to emit rebalance signals in simulated trading.
• Bind the code-list module’s end date to live-trading parameters so it updates during simulation.
• Use an adequately long lookback in the feature-extraction module; the note suggests about 60 trading days.
• The troubleshooting advice is platform-specific and does not confirm a fix for every case.

Tags

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