for now we can build strategies, filter them with ranking criteria...but we are unable to move the workflow to another level, because there are still some functions missing or because of bugs. What am I talking about?
- i can build from 2011 to 2016 (3 years of IS, 3 years of OOS) - filter in builder by ranking criteria - DONE
- but if i want to make another OOS tests - 2. OOS from 2017 to 2018/07 and 3. OOS from 2003 to 2010 - i am stucked right now - multiple OOS i cant use, because i cant filter them independently, custom project doesnt work, croscheck for additional data i cant use, because i cant select the dates and filtering doesnt work
if we add this simple "improvements" to RC6 we will move BIG step further with automatic workflow, because for now we need to generate 10000+ strs and retest them manually in retester. If these steps will work right in builder we can get almost final strategies and filter 99% of rubbish right in builder
Best way by my opinion is to look at the Custom project and move this further - so i can move every single test to an another databank and see by myself what the SQ is doing and how the filters are working.
and filtering will be functional and independent for each backtest we can filter from builder databank many many of rubbish strs
if i have 10000 strs in builder right now, after 2. and 3. OOS only 100+ will left
Task 1923 will be ready in RC6, we also fixed some problems with custom projects, so they should also work in RC6.