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Random generation

Process went to a crawl with only 3 % CPU usage after 4 days. No more strategies found during last 24 hours. Totally 1200 strategies found 99% say Strategy problem. Strategy produce no filled trades which is wrong. It produced 840 filled trades and 33000 non filled trades. 840 pretty good to me 2003- 2015. Since it counts the non filled trades as trades all values is of which is why it do not find any strategies if auto disregard is ticked. It should only count the filled trades right ! Most probably it do not look at the complete code only part of it.

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Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

anonymous

05.09.2017 11:56

Task created

Mark Fric

13.10.2017 10:22

Status changed from New to Refused

if I understand correctly you say that SQ filters out bad strategies that are not bad?

All the bad strategy conditions are evaluated only for the first 40% of the trading period. If strategy shows incorrect behavior in this period there is no point in testing it further.

Could you attach your build settings here so I can reproduce it?

Votes: 0