AlgoCloud - negative score have the same order with positive ones - important bug

Hi,

I see a problem in the logs with the score filtering.

If some tickers have a negative score, they are taken in the same order as positive ones:

Eg. 1

Entry signals (4):

CDNS(score=2.00065),

FDX(score=0.55269),

BRO(score=-0.35316),

UPS(score=0.05465),

Eq. 2

An example log with negative scores is attached.

Best regards,

Michal

Attachments

strategyLog.txt

(451.56 KiB)

image-0.png

(10.15 KiB)

History

27.04.2023 11:57

Task created

27.04.2023 13:38

Status changed from New to Refused

Hello, it is not a bug.

Signals are ranked based on absolute value. We have only one PositionScore tab common for long/short signals.

Tamas

27.04.2023 14:13

Hi Tamas, thanks for the fast response.

Let me understand correctly. If my strategy is going Long only, does stock B has higher priority than stock C in this example?

A = 10 score

B = -8 score

C = 5 score

Best regards,

Michal

27.04.2023 14:15

Yes, currently it works like this.

30.05.2023 16:58

I tested your fix to this problem today in AC. Works fine in my opinion. 9 strategies were tested, and all scores are ok. Congrats!
:)

Votes: 0