SQX 106 - strange retest stability calculation

SQX build 106
Hello, see attached files. Stability calculation fo strategy is strange by first look. Seems to be too low.
I wanted control it in SQ 3.8.2. too. But conversion and open it in SQ 3.8.2 failed, see below printscreen from SQ 3.8.2 too.


Vladimir Todt
Attachments
SQX106 retest stability calculation for strategy 065308 in SQ3.png
(296.07 KiB)
BonusStrategy1 - Optimization 065308.sq4
(130.24 KiB)
StrategyQuantX.config
(130 B)
SQX106 retest stability calculation for strategy 065308.png
(221.31 KiB)
BonusStrategy1 - Optimization 065308 SQ3.str
(963.70 KiB)
SQX106 retest stability calculation.png
(174.16 KiB)
StrategyQuantX.config
(138 B)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

t
#1

todtv

24.07.2018 21:04

Task created

MF
#2

Mark Fric

25.07.2018 08:28

Status changed from New to Fixed

fixed bug in stability calculation.


Some strategies from SQ4 cannot be converted to SQ3 format, they use different architecture. This Bonus strategy is the example of that.

t
#3

todtv

25.07.2018 12:47

Yes I understand. In this case is probably better (during saving this type of incompatible strategies as "Save stats in SQ3 format") to display warning report "Warning: this strategy is NOT compatible with SQ 3 format!" etc.

h
#4

hankeys

25.07.2018 13:23
no warning messages needed...old STR format has other purpose for users - only to put to QA and make another analysis of trades. 


SQ4 has another structure of strategies, another building blocks - i cant see any way how to work with the new strategies in the old SQ3


Votes: 0

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