<- Back to Tasks

115 wrong stability calculation

The stability of 5000 for a loosing strategy is not correct

Attachments
Build settings.cfx
Build settings.cfx
(24.13 KiB)
bad stability of 5293.png
bad stability of 5293.png
(48.17 KiB)
Strategy 1285.sqx
Strategy 1285.sqx
(122.70 KiB)
Strategy 1272.sqx
Strategy 1272.sqx
(47.58 KiB)
Strategy 10571.sqx
Strategy 10571.sqx
(61.67 KiB)
Strategy 1057.sqx
Strategy 1057.sqx
(61.66 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

t
#1

tnickel

29.11.2018 07:19

Task created

MF
#2

Mark Fric

29.11.2018 10:04

Status changed from New to Waiting for information

Attachment stability.png added

you must have some error in your Stability snippet, or there is another problem. Stability is negative if Net profit < 0.


see my screenshot. Wasn't your stability computed for some other data than the main backtest?

t
#3

tnickel

29.11.2018 10:22
I got the strategy out of the "last generation" generated by the genetic building.

It should have the same data as the main data.


I will do more tests today. I will try some strategies out of last generation and check the stability.

thomas

t
#4

tnickel

29.11.2018 10:26
the profitfaktor looks bad too.

So it is not a problem in the stability snipped.


The profitfaktor says 1113 and the stability 5293

But the equity shows a loosing strategy.


There is a problem in the last generation. Or in then calculation of functions in the last generation.


thomas

t
#5

tnickel

01.12.2018 10:21

Attachment old version.png added

I don´t know what happend here?

At the moment it works.


Possible that I have a problem in a previous update. I will take the zip file and install the newest version.

I compared the data of the exe files.

The data of the strategyquantX.exe looks a little old.



MF
#6

Mark Fric

03.12.2018 09:35
StrategyQuantX.exe is only an autoupdater, StrategyQuantX_nocheck.exe is the "real" program.


So can I close this issue? I cannot reproduce it.

t
#7

tnickel

03.12.2018 10:32
Yes you can Clone.

AT the Moment i Cant reproduce it

t
#8

tnickel

03.12.2018 10:32
Yes you can Clone.

AT the Moment i Cant reproduce it

MF
#9

Mark Fric

03.12.2018 12:06

Status changed from Waiting for information to Refused

cannot reproduce, probably issue with upgrade.
Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please