issue with stability. what others?

Mark - i did some testing with ONLY stability as a filter.  when i set it to allow greater than .1 many come through.  when i set it to allow greater than .5 NONE come through at all.

This is strange because SQ produces strategies with a stability greater than .5 all the time.
why is this?


what other filters are messed up also and holding back strategies it should not be stopping?



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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

j
#1

jmtc1230

20.05.2018 14:23

Task created

IH
#2

clonex / Ivan Hudec

20.05.2018 19:06
i have same experience with another measures. number of trade profit factor etc.
TB
#3

Tomas Brynda

15.11.2018 11:18

Status changed from New to Fixed


Votes: 0

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