WFA passed but failed

Installed RC3 yesterday  looks like a step backwards suddenly it only finds strategies with unfinished trades and it also passes failed WFA and as well failed Montecarlo runs in cross checks is let thru.
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

mabi

06.06.2018 23:42

Task created

MF
#2

Mark Fric

07.06.2018 14:14
as for Unfinished trades - we added improved filter for it, it now recognizes also situation when the trade is open for a long time and closed only at the end of tests. Maybe that's why you see more of them.


We'll check WF filtering.

m
#3

mabi

07.06.2018 14:31
Many of the years had 0 trades I saw that in beta 7 as well. But some of these strategies as You can see from the small charts were total loosers but they still were saved even thought I had the  above 500 in profit target as it comes with as default. Also In settings for WFA It is set to look at all the ticked values but it is ignoring that obviously. Now I changed it to have atleast 100 trades in OOS and since yesterday it have not found even one unfortunately.
TT
#4

Tamas

13.06.2018 15:49

Status changed from New to Fixed


Votes: 0

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