bad filtering in custom project
i have set to move strategies after retest to another databank and set one of the filter as RDD must be higher than 1.5
after some time i see in the filtered databank strategy, which dont meet this criteria
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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
h
TT
h
hankeys
23.07.2018 12:31
its strange for now, i will wait for RC7 to test more, because the project will stop for now, if it has nothing to filter - it should be fixed in RC7 so i can run some project for a more time
some strategies are filtered good, but this one NOT :) why? thats the question...
m
mabi
23.07.2018 15:51
It seems SQX get´s small hangs/ stalls with the new in memory generation. It seems parallell computing sometimes waits for one process to finish and then it spits out the result and even strategies with no code seems to end up in databank which is later deleted when exiting. So maybe the problem is that it just did not have time to remove it,
TT
Tamas
23.07.2018 15:56
No I do not think that parallel computing is a problem.
I assume that hankeys set the filter for full sample but in databank he was checking IS results.
But maybe his strategies did not contain OOS. We cannot know it without project config.
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hankeys
23.07.2018 17:12
filtering was set for FS. Final backtest was made without OOS - only IS data...
waiting for genetics in custom project (hopefully RC7), so we can move this tool further
TT
Votes: 0
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I just tested it and it works for me. But you already found a lot of bugs so maybe there is an another one.
Could you please attach more detailed printcreens so I can see the sample types ? Better would be to attach the strategy which passed the filter.