110 - Equity Chart & Crosscheck on Additional Currency Problem

The price data starts 2003.6.4 and goes through 06.29.18. For testing the part of the data after 2015.21.31 is excluded as a last OOS test.
When the Retest includes looking at EURGBP as a second currency, the testing of the GU continues to the physical end of all of the price data. It does not stop with the settings on the Data tab. This is true for every strategy that was tested on a second currency.
Attachments
Portfolio view.jpg
(144.48 KiB)
Data Settings.jpg
(75.95 KiB)
Crosscheck on Additional Currency.jpg
(42.31 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

d
#1

Dave

08.09.2018 04:25

Task created

TB
#2

Tomas Brynda

14.09.2018 16:10
Can you attach your Retester config?
d
#3

Dave

15.09.2018 01:59
Tomas,
I have changed the config several times after making the post. I did sort of figure out what was happening or really not happening.

The date ranges in the Data tab determine the time frame and range for the desired pair.


The "Crosschecks" tab in the section for "Retest on additional markets" ideally should match the information for the time frame and date range entered in the Data tab. The default is to use the M1 as the default time frame and the default data set supplied with SQ X and the date range associated with that data.


A more logical approach might be to have the "Retest on additional markets" tab automatically look at the "Data" tab for the desired time frame and the date range being examined. If the default settings do not agree then pop up a warning to remind the user to verify that the data file is the correct file, and if necessary that the time frame and the date range does not agree with the information entered on the "Data"tab.


Thank you for considering this change.
Dave

TB
#4

Tomas Brynda

17.09.2018 07:57

Status changed from New to Fixed

Hi Dave,

unfortunately I can't simulate the issue. It may be fixed already.


If the problems persist in the next build, please let me know.


Thank you,

Tomas


Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please