Allow only selected strategies to be retested

There are times when I want to retest a portfolio of multiple markets. Currently in the retester, if you load strategies from multiple markets, they are all retested on one selected market. I have 6 different strategies on different markets with 2 strategies for EURUSD. 



Running the retester on EURUSD tick data runs all strategies on EURUSD data which is annoying when you don't want strategies for other markets tested on the market they were not initially made for. Instead, it would be helpful if only selected strategies were run on the market data I specify so that I can easily test one market at a time with as many strategies as I want without wiping the data from strategies of other markets on every retest.


The default method of running the test on all strategies in the databank should only occur if no strategies are selected. This will testing different risk models with specific strategies significantly easier as you can switch from one to the next and compare them in the same databank without having to constantly remove strategies from databank you do not want retested on the wrong data and then reloading them for comparison to the strategies you are testing.

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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Low
  • Assignee Tomas Brynda
  • Milestone Build 125

History

KL
#1

kainc301

04.02.2019 23:21

Task created

h
#2

hankeys

05.02.2019 07:59
there is task in custom project "automatic retest" which can be used to retest different strategies on the newest data


there is nothing to change, only this simple use


we need to push it to level2 - so we can do any possible test with different strategies


https://roadmap.strategyquant.com/tasks/sq4_3306

KL
#3

kainc301

19.02.2019 18:08
Essentially, I want to be able to test individual markets with different settings and compare them to results of strategies I did not want retested yet. I believe both of these suggests are improvements but what you are talking about seems different from what I am suggesting. 
MF
#4

Mark Fric

02.05.2019 15:40

Milestone changed from Build 121 to Build 122

MF
#5

Mark Fric

14.06.2019 10:35

Milestone changed from Build 122 to None

b
#6

bentra

18.08.2019 00:28
Voted for this task.
KL
#7

kainc301

21.09.2019 15:37

Description changed:

There are times when I want to retest a portfolio of multiple markets. Currently in the retester, if you load strategies from multiple markets, they are all retested on one selected market. I have 6 different strategies on different markets with 2 strategies for EURUSD. 


Running the retester on EURUSD tick data runs all strategies on EURUSD data which is annoying when you don't want strategies for other markets tested on the market they were not initially made for. Instead, it would be helpful if only selected strategies were run on the market data I specify so that I can easily test one market at a time with as many strategies as I want without wiping the data from strategies of other markets on every retest.


The default method of running the test on all strategies in the databank should only occur if no strategies are selected. This will testing different risk models with specific strategies significantly easier as you can switch from one to the next and compare them in the same databank without having to constantly remove strategies from databank you do not want retested on the wrong data and then reloading them for comparison to the strategies you are testing.

MF
#8

Mark Fric

23.09.2019 14:32

Assignee changed from Tomas Brynda to Tomas Brynda

Priority changed from Normal to Low

Milestone changed from None to Build 125

I think it is potentially useful and not difficult to make.


See screenshot - this switch would be only in Retester module, not in custom projects.

Depending on this setting the appropriate startegies in databank will be chosen, other ones will reman untouched.

KL
#9

kainc301

23.09.2019 14:43
Thank you Mark! This will be definitely useful!
MF
#10

Mark Fric

01.10.2019 10:55

Status changed from New to Duplicate

duplicated, extended in a new task: https://roadmap.strategyquant.com/tasks/sq4_5452

Votes: +1

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