<- Back to Tasks

109 - The Retest -> Monte Carlo - Randomize Spread & Start Bar results are strange.

When the Retester is used to calculate Monte Carlo on Randomize Spread and randomize start bar over 100 iterations the result is not a fan of different results but a single line.

The screenshot is of only one strategy but all of the strategies only has one line for the original strategy and one line for the results, not the usual fan that one would see with 100 different tests.

Is it realistic for 100 random Monte Carlo tests to all have the exact same output?

Am I missing something?

Thanks,

Dave

Attachments

Randomize Spread - 1 Line and better returns.jpg

(239.96 KiB)

Votes +1
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

Dave

05.09.2018 00:18

Task created

hankeys

05.09.2018 07:17

Voted for this task.

Tomas Brynda

06.09.2018 08:51

Hi,

can you please attach the problematic strategy and your Retester config?

Thanks,

Tomas

Tomas Brynda

19.09.2018 08:43

Status changed from New to Waiting for information

Dave

20.09.2018 01:10

Attachment SQ4 Screen Shot.png added

Attachment EU M05 - Strategy 311.sqx added

Attachment EU M05 - Strategy 311.str added

Attachment SQ 382 Screenshot.png added

Attachment SQ4 Monte Carlo Retest Settings.png added

Here are the SQ3 and SQ4 strategies along with their respective Screen Shots. Also attached is the SQ4 capture of the Monte Carlo selections.

Dave

Tomas Brynda

21.09.2018 15:18

Status changed from Waiting for information to Fixed

Attachment SQ3.png added

Attachment SQX.png added

I made some changes in trailing stop handling of old strategies. Then I performed robustness tests in SQ3 and SQX. Although there are still some differences, the problem seems to be solved now

Votes: +1