crosscheck filtering doesnt work

filtrování krosčeků nefunguje - generuji na H1 a chci aby na H4 a M30 bylo RDD při full sample větší než 1...takto sem nastavil krosček a do databanky jsem stejně dostával strategie, které to nesplňovaly
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

h
#1

hankeys

01.07.2018 16:29

Task created

TT
#2

Tamas

02.07.2018 15:25

Status changed from New to In progress

We are not able to reproduce the issue.


Could you please attach your config? Would be great to create some printscreens where I can see your databank + conditions for which it does not work.


I created a special view with columns RDD for Market 1 and 2 to see the results + crosscheck condition RDD for Every and it works for me.

Only strategies with RDD>1 on every market are in the databank.



h
#3

hankeys

02.07.2018 17:12

Attachment Strategy 1327.sq4 added

Attachment settings_cross.xml added

mám tohle nastavení s tím, že mám snad dobře nastaveno, aby byl proveden 2x retest na dalších datech, kde mám vyšší (H4) a nižší (M30) TF...vygeneruje se tato strategie, která je např. na H4 ztrátová, takže RDD není víc než 1


ty krosčeky se dělají na full sample?

TT
#4

Tamas

03.07.2018 12:39

Status changed from In progress to Fixed

diky za config subor. Pouzitie filtrov mas dobre.


Problem bol ze pri genetickej evolucii sa nevyhodnocovali CrossCheck conditions.

Je to fixnute a bude to v dalsom release. 


Pre rychli fix si nastav podmienky pre Additinal data v globalnych filtroch na Settings->Ranking & Filtering tabe.

m
#5

mabi

03.07.2018 15:02

Attachment Crosscheck filters.jpg added

It actually works already if You set it under ranking & filtering instead, Se attachment
TT
#6

Tamas

03.07.2018 15:06
yes, exactly. Sorry I replied him in Slovak language so you cannot understand it.
m
#7

mabi

03.07.2018 15:45
Yeah google translate is blocked were i am. And actually Slovak translate badly.
h
#8

hankeys

03.07.2018 16:13
OK guys, thanks for the info


Another thing - make sure, that these filters works also in retester

TT
#9

Tamas

03.07.2018 16:23
no, crosscheck filters are not evaluated in Retester.
h
#10

hankeys

03.07.2018 16:45
this is not a good idea - we need filtering options in retester too....


assumption that i will get final strategies right from builder isnt good - builder is only the basic tool to find "some" average strategies by auto or ranking filters


but after that comes the harder part - move to retester and fine the robustnests tests

TT
#11

Tamas

03.07.2018 17:43

Status changed from Fixed to In progress

ok, we can ask Marc :)
MF
#12

Mark Fric

04.07.2018 11:11

Status changed from In progress to Fixed

ok, we'll add filtering also to Retester
IH
#13

clonex / Ivan Hudec

04.07.2018 13:54
" na endlich"

Votes: 0

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