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Cross check filtering dont work

In builder I set 1 crosscheck - retesting on the higher precision (M1 precision) with filters, like in attached png. On the selected timeframe precision strategy has 58 R/DD but on M1 precision strategy has 4 R/DD. Somewhere is bug.

Attachments

higher_precision.png

(43.83 KiB)

Strategy 264103_OSTF.sq4

(69.35 KiB)

Strategy 264103_M1.sq4

(73.44 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

cullo6

25.05.2018 09:55

Task created

hankeys

25.05.2018 11:12

this could be normal behavior - building strategies only on selected timeframe could lead to a very different results - what TF was it?

cullo6

25.05.2018 11:58

Marek tu sa jedná o to, že túto stratégiu malo vyhodiť na základe mojich filtrov pri crosscheku :)

hankeys

25.05.2018 12:01

aha, rozumím :)

Tamas

01.06.2018 08:11

Status changed from New to Fixed

Votes: 0