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[Build 110] 110 - Failed Ranking filters are further processed crosschecked.

When evaluating 5,000 strategies at a time, a smart workflow is needed. By smart, when a strategy fails a filter (global, ranking, Higher precision, Monte Carlo manipulation, Other markets) should be eliminated from further analysis. This is especially true for strategies that fail the Ranking filters as those are computed initially.

When a Ranking filter fails, SQ flags it as a a Global filter failure but then continues to process it for all other robust tests. The idea of further processing failed strategies is a concept that I do not understand. It certainly is not as efficient as it could be.

Thank you,

Dave

Attachments

Other Currency.jpg

(213.80 KiB)

Global Ranking Filter.jpg

(135.25 KiB)

Monte Carlo.jpg

(250.54 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Dave

08.09.2018 06:18

Task created

Dave

08.09.2018 06:22

Attachment Retester Activity window.jpg added

Here is a shot of the Retest top left window showing current activity that shows that all tests are performed regardless of whether a failure has previously been encountered.

Mark Fric

09.09.2018 08:51

Status changed from New to Refused

Attachment cc_on_failure.png added

this is already there, configurable, see the attached screenshot.

Dave

09.09.2018 17:17

Attachment Crosscheck On-Off Button.jpg added

The SQ4X-Build 110 that I downloaded does not have that option. Am I looking in the wrong place?

Dave

Mark Fric

09.09.2018 18:58

we are talking about Retesterr, right? In Builder this behavior is automatic and non-optional.

It should be in Retester cross check settings.

Dave

09.09.2018 20:05

You are correct. I accidentally looked at the Build screen.

Votes: 0