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B132 Dev2 Total Net profit discrepancy between build and additional market

After running a full data retest followed by an additional markets test i noticed that the total net profit of the main data strategy was different by a substantial amount.

I checked all settings between the tests but i can see no discrepancy that would lead to this difference.

B132 Dev 2 Mac version

Attachments

Additional Markets test.png

(38.52 KiB)

Full Data Test.png

(42.05 KiB)

Retest strategies Addt markets.cfx

(4.98 KiB)

Retest strategies Full Data.cfx

(4.39 KiB)

Strategy 046211 Full Data.sqx

(102.95 KiB)

Strategy 046211 Addtn market.sqx

(635.66 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Jabezz

09.06.2021 13:28

Task created

Mark Fric

14.06.2021 08:51

Status changed from New to Refused

I'm not sure what happened with your configs, but they don't seem to correspond to the attached strategies.

There s a difference in them - the one with Additional markets uses data from 2013, while the one without uses data from 2009.

Also, in Full data you use OOS, in Additional data you don't.

This is the reason for difference.

Votes: 0