RC106 cant optimize strategy

I tried to optimize strategy 2.22
Nothing is working in optimizer, many error messages.
I tried automatic optimzing, manual.... different errormessages occur


Attachments
log_2018_07_13.log
(1.20 MiB)
EURUSD H1 222.str
(444.35 KiB)
Optimize settings.xml
(5.88 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

t
#1

tnickel

13.07.2018 22:46

Task created

MF
#2

Mark Fric

23.07.2018 13:26

Status changed from New to Waiting for information

I had no problem optimizing this strategy. The attached log doesn't say anything about this particular strategy.


Can you make a screenshot of UI with some errors visible?

t
#3

tnickel

23.07.2018 17:17
Ok I will retry this, I made a fresh installation some minutes ago.
t
#4

tnickel

23.07.2018 17:50

Attachment 0 select Strategy and klick load.jpg added

Attachment 1 Errormessage after loading.jpg added

Attachment 2 I choose optimaziation settings.jpg added

Attachment 3 use data settings.jpg added

Attachment 4 select automatic and ERRORMESSAGE.jpg added

Attachment 5 Klick start ERRORMESSAGE comes.jpg added

Attachment 6 Store strategy under different location ERROR.jpg added

Attachment log_2018_07_23.log added

Hi Mark,

I have done an additional tests.

You can see the errormessages I grabbed.


0) I select Strategy (strategy from 3.8.2 is in my goggledrive)

1) try to load an the following Error Message comes

2) chose this option

3) use this data setting

4) select automatic and this error message comes

5) store strategy on c:/tmp/tnickel

6) start optimize and a different Error Message comes.


I think the problem is not the optimasiation but it can be on the strategy location (goggledrive) and

then symbolename

In SQ 3.8.2 this strategy have name "EURUSD_tick" for the currency


I attached logfiles too.


I found some errormessages in logfile

:53.703 [main] ERROR OppositeBlocksConfig - Block 'IchimokuChikouSpanCrossBearish' or 'IchimokuChikouSpanCrossBullish' doesn't exist, or blocks don't have same parameters, using default opposite block!
17:01:53.704 [main] ERROR OppositeBlocksConfig - Block 'IchimokuChikouSpanCrossBullish' or 'IchimokuChikouSpanCrossBearish' doesn't exist, or blocks don't have same parameters, using default opposite block!

------

17:01:59.055 [main] WARN  DataDb - Exchanges file doesn't exist.
17:01:59.056 [main] WARN  DataDb - Countries file doesn't exist.
17:01:59.056 [main] WARN  DataDb - Sectors file doesn't exist.
17:01:59.078 [main] ERROR DataDb - DB Exception
com.strategyquant.datalib.data.DataException: DB: Instrument or alias 'DEUIDXEUR' not found.
 at com.strategyquant.datalib.instrument.InstrumentManager._getInstrumentInfo(Unknown Source) [SQDataLib.jar:na]
 at com.strategyquant.datalib.instrument.InstrumentManager.getInstrumentInfo(Unknown Source) [SQDataLib.jar:na]
 at com.strategyquant.datalib.data.DataManager._list(Unknown Source) [SQDataLib.jar:na]
 at com.strategyquant.datalib.data.DataManager.list(Unknown Source) [SQDataLib.jar:na]
 at com.strategyquant.datalib.data.DataManager.checkSymbolFiles(Unknown Source) [SQDataLib.jar:na]
 at com.strategyquant.datalib.data.DataManager.init(Unknown Source) [SQDataLib.jar:na]
 at com.strategyquant.strategyquant.SQApp.initEngines(Unknown Source) [StrategyQuantX.exe:na]
 at com.strategyquant.strategyquant.SQApp.initApp(Unknown Source) [StrategyQuantX.exe:na]
 at com.strategyquant.lib.app.impl.MainAppStandardImpl.startApp(Unknown Source) [na:na]
 at com.strategyquant.lib.app.MainApp.start(Unknown Source) [na:na]
 at com.strategyquant.strategyquant.SQInitializer.<init>(Unknown Source) [StrategyQuantX.exe:na]
 at sun.reflect.NativeConstructorAccessorImpl.newInstance0(Native Method) [na:1.8.0_131]
 at sun.reflect.NativeConstructorAccessorImpl.newInstance(NativeConstructorAccessorImpl.java:62) [na:1.8.0_131]
 at sun.reflect.DelegatingConstructorAccessorImpl.newInstance(DelegatingConstructorAccessorImpl.java:45) [na:1.8.0_131]
 at java.lang.reflect.Constructor.newInstance(Constructor.java:423) [na:1.8.0_131]
 at java.lang.Class.newInstance(Class.java:442) [na:1.8.0_131]
 at com.strategyquant.strategyquant.SQStarter.main(Unknown Source) [StrategyQuantX.exe:na]
17:01:59.079 [main] ERROR DataManager - Error while loading symbolInfo. 

---------

17:02:14.825 [Browser Events Thread] INFO  c.s.w.license.LicenseDialogNew - Document loaded
17:02:16.139 [qtp1827710791-168] INFO  c.s.w.servlet.LanguageServlet - Selected language: English
17:02:16.536 [qtp1827710791-229] ERROR LicenseDb - DB Exception
com.strategyquant.datalib.data.DataException: DB: Instrument or alias 'DEUIDXEUR' not found.
 at com.strategyquant.datalib.instrument.InstrumentManager._getInstrumentInfo(Unknown Source) [SQDataLib.jar:na]
 at com.strategyquant.datalib.instrument.InstrumentManager.getInstrumentInfo(Unknown Source) [SQDataLib.jar:na]

-----

17:02:16.543 [qtp1827710791-167] INFO  c.s.t.databank.RecentColumns - Loading recently used ranking columns...
17:02:16.544 [qtp1827710791-167] WARN  c.s.t.databank.RecentColumns - File 'C:/StrategyQuantX_Build106/user/settings/RecentRankingCols.txt' cannot be loaded.
17:02:16.593 [qtp1827710791-229] ERROR LicenseDb - DB Exception

-----


17:02:24.040 [qtp1827710791-168] ERROR c.s.tradinglib.websocket.SQWebSocket - Websocket subscription error - Product: 'RESULTS', JSON data: '{"channel":"databanks-channel","action":"subscribe"}'
17:02:38.679 [qtp1827710791-166] ERROR c.s.tradinglib.websocket.SQWebSocket - Websocket subscription error - Product: 'SQMANAGER', JSON data: '{"channel":"databanks-channel","action":"subscribe"}'


---------------


Hmmm.... you are right, there is no information about this error in logfile.

I hope the screenshoots help





MF
#5

Mark Fric

25.07.2018 12:36
I tried the steps you describe. When I load the strategy you attached here it doesn't give me error about mallformed byte.

Then when I switch to Automatic, it also works correctly and doesn't show error in screenshot 4.


It does give me error in screenshot 6 about unrecognized instrument, we'll fix it in the new release.


It seems the rest of the errors could be caused by googledrive. Have you tried to load the strategy from your local disc?

t
#6

tnickel

25.07.2018 13:19

test1:

Ok I have copied 2.22 to c:/tmp/

I can optimze  now without an errormessage at this strategy.


test2:

test with goggledrive

errormessage with utf8





t
#7

tnickel

25.07.2018 13:25

I tried the backtester.

But the equitycurve looks diffferent.

SQ 3.8.2 (equity looks good)

Backtest with 4.X (equity looks different)


I will try this on RC 107 again

MF
#8

Mark Fric

25.07.2018 14:12

Status changed from Waiting for information to Fixed

Attachment test_sqx.png added

this is my test from the last version. It more or less matches the original strategy.


There are some things handled in another way in SQ X than in SQ3, so the results could be different - depends on strategy how much different.


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