SQ4 RC1 - Removing trades that are closed by end of test

Hi Team,

I'm generating strategies randomly, and I have the dismissal rules set to remove strategies with unfinished trades.

However I'm seeing strategies that make a large % of their profit by the final trade being closed by the end of test.

See the attached pictures for what I mean.

Perhaps SQ4 should instead just remove trades that are closed by the end of the test?

Thanks,

Mike

Attachments

SQ4 RC1 dismissal rules.png

(22.64 KiB)

SQ4 RC1 large trade closed by end of test.png

(20.30 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

mikeyc

17.05.2018 15:38

Task created

Mark Fric

29.05.2018 09:39

Status changed from New to Fixed

we shouldn't remove the trades from the test, because they were there, but I added recognition of such trades, if they are there, the strategy is marked having "unfinished trades" problem.

Votes: 0