Retest with higher precision with configurable data lenght

This should be configurable to apply on another data period.  Generate on 2015- 2018 but retest on 2003 to 2018 on the same instrument.  This speeds up the generation of new strategies I would say you could go thru 5 times more strategies during the same time period. I am traveling and are on a laptop testing SQ4 it has 4 cores an core i5.  I get up to 220000 strategies per hour generating on 2015-2018 but only 34000  2003 to 2018  and the ones that would make it to retest with higher precision are much more likely to  pass this if already pre-sorted on a shorter generation period on selected time frame. It seems like only 10-15 % make it to the higher precision TEST.
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

m
#1

mabi

01.05.2018 16:59

Task created

m
#2

mabi

01.05.2018 22:54
If unclear I meant the automatic cross checks should be configurable in regards to data  history length used. Now  it uses the period chosen for generation.
h
#3

hankeys

02.05.2018 07:25
sure, mabi is right
MF
#4

Mark Fric

28.11.2018 06:20

Status changed from New to Fixed

already implemented in Retest on additional market extended configuration

Votes: 0

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