Fix the Asset selection alerts

Blocking · The strategy has no instruments — "There is nothing for the strategy to choose from: no instruments and no entry screener. Add instruments or an entry screener: until you do, the backtest cannot run." With no candidate on any date it would never invest. When the strategy type already requires instruments or a screener, the run refusal names that requirement instead.

To review · Some instruments stay out — "You picked more instruments than Max positions allows: the engine keeps the first ones and open positions keep their slot, so it is always the same ones, chosen in an internal order, not alphabetical. The others enter only when one frees up. Raise Max positions or remove some instruments." Max positions' value counts even when it is switched off. No entry screener, and a Risk-On method other than Ranking-based; the rest are bought only when an exit frees a slot. It cannot arise where Fincanva sets Max positions to the number you pick.

To review · No rule decides which names enter — "If more than 10 titles pass, the engine takes the most traded (when there are more than 60) or the first in an internal order, not the best: add a «Highest by…» row to decide yourself." An entry screener — any one of several — has no Highest / Lowest row; the numbers are Max positions and six times it. Add an ordering row.

To review · The engine does not keep the top of your ranking — "The last ranking row keeps 100 titles, more than 60: the engine cuts them to the most traded and fills the positions with the most liquid instead of the top of your ranking. Bring the row to 60 titles or fewer." The last Highest / Lowest row keeps more than six times Max positions.

Both stay silent when Max positions holds no number above 0, under a Ranking-based Risk-On method, and when the screener runs over picked instruments that can all be held — the first with no more of them than Max positions, the second with no more than six times it. How the result is cut: screener attach.

To review · An instrument exits as soon as it enters — "The same screener is both an entry and an exit screener: a title that passes both is sold and bought back in the same rebalance unless a wait of at least 1 month applies, and entry wins. Keep it in only one of the two lists." The same source screener sits in both; twice as an entry screener raises nothing.

To review · The exit screener changes nothing — "The engine sells and buys back the same instrument in the same rebalance, because it is on your list and there is no wait here: remove the exit screener, or switch to Compose with an entry screener and a wait of at least 2 months." Picked instruments and an exit screener, no entry screener: the candidates are always your list and no wait applies. The number is twice your rebalance interval; the fix is Compose with a reinvest delay.

• "The screener chooses among your 5 instruments" — "At each rebalance, only those that pass it enter" ("your one instrument" — "At each rebalance it enters only if it passes"): picked instruments with an entry screener, which filters your list rather than its universe.
• "Passing any one of the screeners is enough to enter" — with two or more entry screeners; its text is on screener attach.
• "2 instruments only exist after the backtest starts" — "The engine cannot pick each one before the first rebalance on or after its own start date, shown beside the instrument." ("One instrument only exists after the backtest starts" — "The engine cannot pick it before the first rebalance on or after its start date, shown beside the instrument."): picked instruments, no entry screener, and one whose data starts after the first rebalance — the first Friday of January of the start year. That date is a lower bound: a method reading a window of past prices still gives no weight to a shorter history, and full positions leave no slot. Each shows from {date} in the list, screener or not; a later start year removes note and dates.