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what is rebalance vs rebalance(F)

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momentify
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  • M Offline
    M Offline
    Magesh Jayaraman
    wrote on last edited by
    #1

    What is rebalance vs Rebalance (F) in the output of momentum investing scanner

    Which are all paramters which restrict doing Rebalance..

    simillarly SB ?

    Also i am unable to reproduce the logic i build, the number of trade is close to 137 and got returns 576% for 5 years, but missed to note the parameter, now with various item i tried i am unable reproduce.

    Is there a way to get it from log the paramter i used ?, which will be a great help.

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  • Definedge Offline
    DefinedgeD Offline
    Definedge
    wrote on last edited by
    #2

    Rebalance (F): This occurs when stocks are exited based on MTF qualification (e.g., Market Trend Filter conditions). In this case, the filter is set to “Exit Stocks”, and no new entries are taken.

    SB (Exit Reason): This indicates that the stock was exited based on predefined exit conditions.

    Unfortunately, at the moment we are unable to retrieve or provide the parameters used for that run from the logs. The system does not store those parameter details in a way that allows them to be accessed afterward.

    We understand how helpful that information would be in reproducing the results. For future runs, we recommend saving or exporting the parameters used so they can be referenced later if needed

    Definedge

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