In Retester, the Cross checks(robustness) filtering setting can't work.

ex.


I set ret/dd (monte carlo trades manipulation conf. levle 95%) >2, but strategies with montecarlo  ret/dd value lower than 2 are still in databank after restesting.


monte carlo test method, additional markets, and all filter, in the retester, don't work.

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

History

e
#1

eastpeace

02.06.2018 16:56

Task created

TB
#2

Tomas Brynda

04.01.2019 15:47

Status changed from New to Fixed


Votes: 0

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