[131] WFM Ranking split suggestion

Dear SQ Team
I know the Robustness score is made from a % conditions of all ranking conditions.


But can it possible to split this score to 2 parts


1.all conditions must passed.(100% score)


2. just like the original (where at least X results have robustness score >= Y%)


The reason is :


For now, I only can set all conditions in the ranking filter, but if I set 15 passed >= 70% score. I only can calculate by some of conditions(I can't Specify them). 


If I want to make some conditions which must be passed after WFM test because it is a absolute ranking value.


I don't want to keep the strategy which can't pass the absolute ranking value.(Only this part must be 100% score)


I need to test WFM twice to get my WFM results I want.(First one I must get 100% score of all condition to filter strategies, then I start second WFM test to get final result.) It will waste a lot of time to run WFM test twice.
Thank you very much.



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  • Votes +4
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

SC
#1

fxchess

28.05.2021 04:52

Task created

SC
#2

fxchess

28.05.2021 04:55
Voted for this task.
SA
#3

shin38

28.05.2021 05:13
Voted for this task.
b
#4

bentra

28.05.2021 05:59
Can't you just use a separate filter task?
SC
#5

fxchess

28.05.2021 06:13
Yes, I know what you say, but even I do it, it still can't change the robustness score and passed or failed show in the column.

The point is I can't chose which conditions "must" be passed I want.

It always select by random.

k
#6

Karish

28.05.2021 10:34
Voted for this task.
mb
#7

Michal Brauner

29.05.2021 08:25
Voted for this task.

Votes: +4

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