Wrong ranking filter, isn't work...
Follow carefully this explanation, i generate the strategies and i apply ret/dd>2 like custom filter for the databank. When i apply this filter nothing appear inside the databank (tryed for many hours). But if i remove this filter the strategies appear inside the databank with ret/DD > 2 (in a few minutes). So something is wrong with ranking and filtering, when you put some Custom filter, also if the strategies respect the filter doesn't appear inside the databank.
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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
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MF
Mark Fric
02.08.2018 09:44Status changed from New to Waiting for information
we'll have to investigate it, but the filters should be correct, we tested them throughoutly.
Isn't the problem that you are comparing different values/
What you see in databank is most probably Return/DD from portfolio/IS, do you have the same setting in your filter?
Could you attach your build where it behaves like this?
IH
clonex / Ivan Hudec
02.08.2018 13:00
i had this problem too in earlier versions. since that im using less strict criteries. but im going to try it again.
IH
clonex / Ivan Hudec
02.08.2018 13:00
i had this problem too in earlier versions. since that im using less strict criteries. but im going to try it again.
TT
Votes: 0
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but if i remove the MC test, let the builder build the basic pack and to the same retest as the MC test, i can get strategies which neet the same criteria
i think there is something wrong