Using the StockRanker Build Period to Start a Simulation Fully Invested

Summary

The discussion explains how to change a StockRanker strategy’s initial buying schedule when starting a live simulation. The questioner says the strategy gradually adds positions, leaving the portfolio underinvested at launch, and wants the simulation’s first day to reflect the holdings from the prior backtest close.

The reply identifies the `hold_days` setting as the build period and recommends setting it to one so the strategy can buy according to its per-instrument cash limit on the first day. The follow-up clarifies that this setting means the period used to establish positions, rather than simply the maximum time a position is held. It may also affect later holding behavior through the rest of the strategy logic. No backtest comparison or performance evidence is provided, so the advice is specific to the described template and should be checked against its other rules.

Key ideas

• The StockRanker template uses `hold_days` to control the period over which initial positions are built.
• Setting the build period to one is suggested to allow first-day buying up to the per-instrument cash limit.
• The setting can also affect later position holding through other strategy logic.
• The discussion offers a configuration explanation but no empirical performance test.

Tags

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