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not keeping any strategies and I don't know why. 

The log doesn't seem to make sense. I have had the program running for hours now and it never keeps a strategy in the databank. Look at the first line.  $751.30 is greater than -5000 and should be kept but it is throwing it out.  
- Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (751.30) > -5000 in 1.91 s.
01:39:46 Strategy 8.0.685
   - Main test - dismissed: Automatic filter: no trades in 1.22 s.
01:39:46 Strategy 8.0.687
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1351.00) > 1000 in 1.21 s.
01:39:46 Strategy 6.0.697
   - Main test - dismissed: Automatic filter: no trades in 2.90 s.
01:39:46 Strategy 8.0.676
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-1598.30) > -5000 in 1.22 s.
01:39:46 Strategy 3.0.682
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (6408.00) > 1000 in 1.20 s.
01:39:46 Strategy 7.0.756
   - Main test - dismissed: Automatic filter: no trades in 1.97 s.
01:39:46 Strategy 0.0.711
   - Main test - dismissed: Automatic filter: no trades in 2.96 s.
01:39:46 Strategy 5.0.709
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-1038.60) > -5000 in 2.06 s.
01:39:46 Strategy 8.0.683
   - Main test - dismissed: Automatic filter: no trades in 1.32 s.
01:39:46 Strategy 9.0.767
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-1665.30) > -5000 in 1.95 s.
01:39:46 Strategy 9.0.763
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-2011.60) > -5000 in 1.95 s.
01:39:46 Strategy 3.0.674
   - Main test - dismissed: Automatic filter: no trades in 1.33 s.
01:39:46 Strategy 8.0.681
   - Main test - dismissed: Automatic filter: too little trades in 1.37 s.
01:39:46 Strategy 1.0.774
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1552.00) > 1000 in 1.90 s.
01:39:46 Strategy 1.0.777
   - Main test - dismissed: Automatic filter: no trades in 1.92 s.
01:39:46 Strategy 2.0.793
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-50.20) > -5000 in 0.45 s.
01:39:46 Strategy 3.0.680
   - Main test - dismissed: Automatic filter: too little trades in 1.43 s.
01:39:46 Strategy 8.0.686
   - Main test - dismissed: Automatic filter: no trades in 1.48 s.
01:39:46 Strategy 8.0.677
   - Main test - dismissed: Automatic filter: too little trades in 1.51 s.
01:39:46 Strategy 3.0.683
   - Main test - dismissed: Automatic filter: no trades in 1.49 s.
01:39:46 Strategy 7.0.760
   - Main test - dismissed: Automatic filter: no trades in 2.24 s.
01:39:46 Strategy 8.0.680
   - Main test - dismissed: Automatic filter: too little trades in 1.56 s.
01:39:46 Strategy 1.0.770
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1388.00) > 1000 in 2.13 s.
01:39:46 Strategy 3.0.687
   - Main test - dismissed: Automatic filter: no trades in 1.60 s.
01:39:46 Strategy 8.0.679
   - Main test - dismissed: Automatic filter: no trades in 1.65 s.
01:39:46 Strategy 3.0.685
   - Main test - dismissed: Automatic filter: no trades in 1.63 s.
01:39:46 Strategy 8.0.678
   - Main test - dismissed: Automatic filter: no trades in 1.67 s.
01:39:46 Strategy 3.0.677
   - Main test - dismissed: Automatic filter: no trades in 1.63 s.
01:39:46 Strategy 2.0.798
   - Main test - dismissed: Automatic filter: no trades in 0.70 s.
01:39:46 Strategy 3.0.675
   - Main test - dismissed: Automatic filter: no trades in 1.66 s.
01:39:46 Strategy 1.0.768
   - Main test - dismissed: Automatic filter: no trades in 2.23 s.
01:39:46 Strategy 3.0.678
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-953.90) > -5000 in 1.66 s.
01:39:46 Strategy 8.0.672
   - Main test - dismissed: Automatic filter: no trades in 1.74 s.
01:39:46 Strategy 8.0.682
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-1324.80) > -5000 in 1.75 s.
01:39:46 Strategy 3.0.672
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-1187.30) > -5000 in 1.72 s.
01:39:46 Strategy 8.0.674
   - Main test - dismissed: Automatic filter: too little trades in 1.80 s.
01:39:46 Strategy 3.0.686
   - Main test - dismissed: Automatic filter: no trades in 1.76 s.
01:39:46 Strategy 2.0.799
   - Main test - dismissed: Automatic filter: too little trades in 0.81 s.
01:39:46 Strategy 0.0.717
   - Main test - dismissed: Automatic filter: no trades in 3.48 s.
01:39:46 Strategy 2.0.796
   - Main test - dismissed: Automatic filter: no trades in 0.84 s.
01:39:46 Strategy 2.0.786
   - Main test - dismissed: Automatic filter: no trades in 0.84 s.
01:39:46 Strategy 9.0.765
   - Main test - dismissed: Automatic filter: too little trades in 2.53 s.
01:39:46 Strategy 3.0.673
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (34.50) > -5000 in 1.85 s.
01:39:46 Strategy 4.0.706
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-666.80) > -5000 in 3.57 s.
01:39:46 Strategy 6.0.699
   - Main test - dismissed: Automatic filter: no trades in 3.59 s.
01:39:46 Strategy 2.0.787
   - Main test - dismissed: Automatic filter: too little trades in 0.93 s.
01:39:46 Strategy 2.0.795
   - Main test - dismissed: Automatic filter: no trades in 0.94 s.
01:39:46 Strategy 5.0.718
   - Main test - dismissed: Automatic filter: no trades in 2.72 s.
01:39:46 Strategy 1.0.771
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (3691.00) > 1000 in 2.47 s.
01:39:46 Strategy 3.0.681
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-995.00) > -5000 in 1.94 s.
01:39:46 Strategy 2.0.794
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1470.00) > 1000 in 0.99 s.
01:39:46 Strategy 8.0.673
   - Main test - dismissed: Automatic filter: too little trades in 1.98 s.
01:39:46 Strategy 2.0.784
   - Main test - dismissed: Automatic filter: too little trades in 1.00 s.
01:39:46 Strategy 7.0.770
   - Main test - dismissed: Automatic filter: too little trades in 0.15 s.
01:39:46 Strategy 3.0.684
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1573.00) > 1000 in 1.99 s.
01:39:46 Strategy 7.0.773
   - Main test - dismissed: Automatic filter: too little trades in 0.16 s.
01:39:46 Strategy 2.0.791
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (296.70) > -5000 in 1.05 s.
01:39:46 Strategy 7.0.771
   - Main test - dismissed: Automatic filter: too many ambiguous trades in 0.28 s.
01:39:46 Strategy 7.0.777
   - Main test - dismissed: Automatic filter: no trades in 0.32 s.
01:39:47 Strategy 7.0.775
   - Main test - dismissed: Automatic filter: too little trades in 0.45 s.
01:39:47 Strategy 8.0.697
   - Main test - dismissed: Automatic filter: too little trades in 0.30 s.
01:39:47 Strategy 7.0.780
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (338.10) > -5000 in 0.56 s.
01:39:47 Strategy 2.0.792
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-149.30) > -5000 in 1.48 s.
01:39:47 Strategy 7.0.782
   - Main test - dismissed: Automatic filter: no trades in 0.64 s.
01:39:47 Strategy 7.0.779
   - Main test - dismissed: Automatic filter: too little trades in 0.67 s.
01:39:47 Strategy 7.0.776
   - Main test - dismissed: Automatic filter: no trades in 0.70 s.
01:39:47 Strategy 8.0.702
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (100.30) > -5000 in 0.51 s.
01:39:47 Strategy 8.0.689
   - Main test - dismissed: Automatic filter: no trades in 0.54 s.
01:39:47 Strategy 2.0.797
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-476.00) > -5000 in 1.62 s.
01:39:47 Strategy 5.0.728
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (931.00) > -5000 in 0.49 s.
01:39:47 Strategy 7.0.768
   - Main test - dismissed: Automatic filter: too little trades in 0.78 s.
01:39:47 Strategy 2.0.788
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-1311.80) > -5000 in 1.66 s.
01:39:47 Strategy 7.0.774
   - Main test - dismissed: Automatic filter: too little trades in 0.81 s.
01:39:47 Strategy 7.0.783
   - Main test - dismissed: Automatic filter: no trades in 0.83 s.
01:39:47 Strategy 8.0.701
   - Main test - dismissed: Automatic filter: too little trades in 0.65 s.
01:39:47 Strategy 8.0.690
   - Main test - dismissed: Automatic filter: no trades in 0.65 s.
01:39:47 Strategy 6.0.707
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (318.70) > -5000 in 0.60 s.
01:39:47 Strategy 3.0.679
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (2422.00) > 1000 in 2.70 s.
01:39:47 Strategy 5.0.733
   - Main test - dismissed: Automatic filter: too many ambiguous trades in 0.60 s.
01:39:47 Strategy 2.0.789
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-2781.50) > -5000 in 1.75 s.
01:39:47 Strategy 7.0.772
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1162.00) > 1000 in 0.88 s.
01:39:47 Strategy 5.0.720
   - Main test - dismissed: Automatic filter: no trades in 0.63 s.
01:39:47 Strategy 5.0.735
   - Main test - dismissed: Automatic filter: no trades in 0.65 s.
01:39:47 Strategy 2.0.790
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (192.80) > -5000 in 1.81 s.
01:39:47 Strategy 8.0.698
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-773.00) > -5000 in 0.73 s.
01:39:47 Strategy 8.0.694
   - Main test - dismissed: Automatic filter: too many ambiguous trades in 0.75 s.
01:39:47 Strategy 8.0.699
   - Main test - dismissed: Automatic filter: too little trades in 0.76 s.
01:39:47 Strategy 8.0.693
   - Main test - dismissed: Automatic filter: too little trades in 0.78 s.
01:39:47 Strategy 6.0.713
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1024.00) > 1000 in 0.73 s.
01:39:47 Strategy 5.0.731
   - Main test - dismissed: Automatic filter: too little trades in 0.75 s.
01:39:47 Strategy 2.0.785
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-528.50) > -5000 in 1.89 s.
01:39:47 Strategy 8.0.692
   - Main test - dismissed: Automatic filter: no trades in 0.83 s.
01:39:47 Strategy 8.0.700
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (199.00) > -5000 in 0.83 s.
01:39:47 Strategy 7.0.781
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-801.10) > -5000 in 1.03 s.
01:39:47 Strategy 8.0.695
   - Main test - dismissed: Automatic filter: no trades in 0.84 s.
01:39:47 Strategy 9.0.761
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-822.40) > -5000 in 3.58 s.
01:39:47 Strategy 6.0.708
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (2371.00) > 1000 in 0.80 s.
01:39:47 Strategy 7.0.778
   - Main test - dismissed: Automatic filter: too many ambiguous trades in 1.05 s.
01:39:47 Strategy 6.0.712
   - Main test - dismissed: Automatic filter: too little trades in 0.82 s.
01:39:47 Strategy 1.0.781
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-1465.40) > -5000 in 3.48 s.
01:39:47 Strategy 7.0.769
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-341.20) > -5000 in 1.08 s.
01:39:47 Strategy 8.0.691
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1007.00) > 1000 in 0.91 s.
01:39:47 Strategy 4.0.709
   - Main test - dismissed: Automatic filter: no trades in 4.66 s.
01:39:47 Strategy 5.0.730
   - Main test - dismissed: Automatic filter: no trades in 0.86 s.
01:39:47 Strategy 6.0.715
   - Main test - dismissed: Automatic filter: no trades in 0.95 s.
01:39:47 Strategy 6.0.711
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-2.70) > -5000 in 1.04 s.
01:39:48 Strategy 9.0.756
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-79.50) > -5000 in 3.90 s.
01:39:48 Strategy 6.0.705
   - Main test - dismissed: Automatic filter: too little trades in 1.15 s.
01:39:48 Strategy 5.0.729
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (1183.00) > 1000 in 1.14 s.
01:39:48 Strategy 6.0.704
   - Main test - dismissed: Automatic filter: no trades in 1.30 s.
01:39:48 Strategy 6.0.719
   - Main test - dismissed: Automatic filter: no trades in 1.39 s.
01:39:48 Strategy 6.0.706
   - Main test - dismissed: Automatic filter: no trades in 1.49 s.
01:39:48 Strategy 6.0.717
   - Main test - dismissed: Global filter: throw away if Net profit[Main data, In Sample] (-3300.70) > -5000 in 1.55 s.
01:39:48 Strategy 3.0.700
   - Main test - dismissed: Automatic filter: no trades in 0.45 s.
01:39:48 Strategy 5.0.724
   - Main test - dismissed: Automatic filter: too little trades in 1.62 s.
01:39:48 Strategy 6.0.716
   - Main test - dismissed: Global filter: throw away if # of trades[Main data, Full Sample] (2047.00) > 1000 in 1.65 s.
01:39:48 Strategy 6.0.714
   - Main test - dismissed: Automatic filter: no trades in 1.71 s.
01:39:48 Project stopped
Attachments
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

j
#1

jmtc1230

21.04.2018 03:42

Task created

MF
#2

Mark Fric

21.04.2018 08:38

Status changed from New to Fixed

this is probably filter for initial generation in genetic evolution, right?


The condition is:

THROW AWAY if Net profit[Main data, In Sample] (751.30) > -5000 in 1.91 s.


If you'll change it from THROW AWAY to KEEP it will work.

g
#3

geektrader

21.04.2018 19:10
Exactly as Mark says, you´ve set up the filter the wrong way ;-) Change it to "Keep if...." :-)
MF
#4

Mark Fric

23.04.2018 12:37

Status changed from Fixed to In progress

1. vyhod tie radio buttony Throw away / Keep v Genetic evolution -> Initial population filter.


Bude to defaultne ako Keep, tak ako je to vo filtroch v Rankingu. 



2. Je treba este aj v setting plugine, ktory nacitava tieto nastavenia z XML specialne osetrit, ze ak je to v XML nastavene na Throw away, aby to zmenil na Keep - keby uzivatelia nacitavali nejake starsie nastavenia.

TT
#5

Tamas

24.04.2018 08:20

Status changed from In progress to Fixed

Votes: 0

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