RC111 bad robustnesstests

Hi
the Robustnesstests of my portfolio of 18 strategies have some bug.
Most time RetDD Robust = NaN see attached pictures.

you can load Strategies and make Robustnesstests with dukadata M15 Timeframe
from 2003-2018

I used N=300 for Robustnesstests.
I attached screenshoots for the settings
----
I backtested some strategies in Metatrder.
The backtest in Metatrader is very slow.

thomas

Attachments
3 for metatrader_strategies.rar
(757.38 KiB)
log_2018_09_28 - Kopie.rar
(3.13 KiB)
robustnesstest settings.png
(13.77 KiB)
bad robustnesstests NaN values.xml
(20.29 KiB)
bad robustnesstests.png
(35.80 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

t
#1

tnickel

28.09.2018 10:03

Task created

TT
#2

Tamas

01.10.2018 10:47
NaN in databank columns means that your strategies do not contain results for crosscheck MC retest methods.


Something went wrong while generating the strategies. The attached strategies are missing orders of MC generation.

Please attach complete log file so I can check why generating MC failed.


For fast fix please retest the strategies. I believe that it will work well.

t
#3

tnickel

01.10.2018 20:16

I donĀ“t have the full logfile.


I repeated the test,

I was not reproduceable

TT
#4

Tamas

02.10.2018 09:32

Status changed from In progress to Refused


Votes: 0

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