[SQ 136Final] - error about Automatic retest

When i use "automatic retest" task to create portfolio based by some good strategies with new uniform time interval, the following error occurs in the program.
Attachments
Auto retest error.jpg
(193.25 KiB)
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

b
#1

binhsir

26.12.2022 11:27

Task created

b
#2

binhsir

26.12.2022 11:27
Voted for this task.
TT
#3

Tamas

05.01.2023 10:38

Status changed from New to Waiting for information

Hello, can you attach the problematic project config + strategies to reproduce the bug ? 
E
#4

Emmanuel

15.01.2023 10:10
Voted for this task.
TT
#5

Tamas

27.01.2023 19:01

Status changed from Waiting for information to Refused

refused, missing files
b
#6

binhsir

28.01.2023 12:32

Attachment WF Matrix - Strategy 419111.sqx added

Attachment Strategy 419111-stoploss mannual.sqx added

Attachment custom data.jpg added

Attachment stoploss.jpg added

stoploss.jpg
(626.54 KiB)
WF Matrix - Strategy 419111.sqx
(933.29 KiB)
Strategy 419111-stoploss mannual.sqx
(110.93 KiB)
custom data.jpg
(497.55 KiB)
     sorry, I haven't provided information because I haven't reproduced it myself.But I seem to have found a pattern now. Please use the attachment strategy I provided.The first strategy is a strategy developed with a complete workflow.The second strategy is only to manually add stop loss with AlgoWizard on the basis of the first strategy. When use automatic retest task, and make sure to select study day option. This error can be reproduced. And the first strategy is a successful test, the second strategy retesting will report an error. This error does not occur if  the time range of the backtest from the original strategy. So Strategy is mannually add fixed stoploss with Algowizrd and use cutom datarange in autoretest task are a sufficient condition for this error to occur.Please reopen this task and check again. thanks

      By the way, as you can see, Manually adding stop loss cannot exceed 1000 pips  in AlgoWizard.

KB
#7

kbtech

29.01.2023 08:00
Voted for this task.
TT
#8

Tamas

30.01.2023 11:34

Status changed from Refused to New

g
#9

Lee Guan Chuan

10.02.2023 04:09

Status changed from New to Fixed

b
#10

binhsir

03.03.2023 09:58

Attachment date range.jpg added

Attachment automatic retest error.jpg added

Attachment retest only selected.jpg added

date range.jpg
(149.97 KiB)
retest only selected.jpg
(176.40 KiB)
automatic retest error.jpg
(141.19 KiB)
I retest these feature in SQX137dev3, it not work.The data range is normal, but there are error "data from must be date to "

As you can see in attachment, We need option "retest only selected" in automatic retest task , same asin Retester.

b
#11

binhsir

03.03.2023 10:24
also use default option:" don't change data range ,mean use full sample new data, it can't work. But it work in SQX136

Votes: +3

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