RC4 100% Strategy Failure & Offheap Memory Slow Down
I've encountered two bugs at once. For some reason all strategies made produce 0 trades resulting in a 100% failure rate. When I checked the log, I saw errors with the offheap memory setting so I turned it off. Performance dramatically increased when turning it off however all strategies still produced 0 trades. Attaching the log below
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
IB
MF
IB
EXODIA
24.06.2018 22:06Attachment StrategyQuant4.config added
I think this is the file you're looking for
MF
Mark Fric
25.06.2018 07:37
sorry, this is noty it. This config is only a startup config.
Builder config can be saved in UI (there is a config icon next to the Settings on the top) or it is in file /user/projects/Builder/config.xml
Please attach this file here.
IB
EXODIA
25.06.2018 11:22Attachment project.xml added
Thank you for the clarification. I didn't find a config.xml in that location just a project.xml
I'm attaching it here
I'm attaching it here
MF
Mark Fric
28.06.2018 17:21
one problem that I see is that in your config file you have Out Of Sample part that takes most of the data, there are only few months left for In Sample data.
And you have filters configured to check results in In sample data. This is the reason why none of your strategies pass the filters.
MF
l
Blade Runner
28.06.2018 19:43
I think what Marc wishes to point out is that while you have stringent filters over the IS data your IS period is too short. As Marc wrote it my first read was that they were two different problems (OS > IS and filters over IS data per se)
MF
Mark Fric
29.06.2018 08:01
yes, exactly. Filters for IS are too strict, and IS period is very short, it cannot get that many trades in just a few months.
MF
Votes: 0
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I don't see any offheap error messages in the log, there are some errors regarding missing instrument