WF Net Profit Stability Filter Does not Work and Walk Forward Freezes

I am trying to get some sort of Walk Forward Efficieny metric for the WF Optimization crosscheck and also in the optimiser...SQ article here has some info https://docs.strategyquant.com/walk-forward-optimization specifically the WF Net Profit Stability looks good...but adding as a filter in SQ4 only allows number entry (not %)...fine if number relates to the absolute value of the %...but in the filter the number enterd always shows up as $. Probably the $ is a typo, but I cannot prove it as I have never yet managed to have walk forward optimisation run without freezing or throwing a java error either as a crosscheck in the retester or as a main rank filter in the optimsier. Remove this filte and walf forward runs and completes.



Hoepfully I am doing somehting wrong, but could find no infomation in the help files or manual, particulalry in regard to the 3 filter subresults WF Result, WF Stability, WF Score and what exactly they are / do?


18:32:39 Error while running project.
java.lang.NullPointerException
at com.strategyquant.tradinglib.project.ProgressEngine.printToLog(Unknown Source)
at com.strategyquant.plugin.Task.impl.Optimize.OptimizeTask.start(Unknown Source)
at com.strategyquant.tradinglib.project.SQProject$1.run(Unknown Source)
...
18:32:39 Computing WF: 10 runs : 20 % OOS
18:32:32 Brute Force method
18:32:31 -----------------------------
18:32:31 All backtest data prepared
18:32:30 Data loaded from memory
18:32:30 Loading backtest data for Main test - EURUSD_TICK / H1
18:32:30 Initializing backtest data...
18:32:30 Starting optimization...
18:32:30 ================================
18:13:55 Error while running project.
java.lang.NullPointerException
at com.strategyquant.tradinglib.project.ProgressEngine.printToLog(Unknown Source)
at com.strategyquant.plugin.Task.impl.Optimize.OptimizeTask.start(Unknown Source)
at com.strategyquant.tradinglib.project.SQProject$1.run(Unknown Source)
...
18:13:55 Computing WF: 10 runs : 20 % OOS
18:13:51 Brute Force method
18:13:50 -----------------------------
18:13:50 All backtest data prepared
18:13:49 Data loaded from memory
18:13:49 Loading backtest data for Main test - EURUSD_TICK / H1
18:13:49 Initializing backtest data...
18:13:49 Starting optimization...
18:13:49 ================================

Attachments
Optimize - WF Stability Java Error.cfx
(2.48 KiB)
WF Stability.jpg
(566.02 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

N
#1

nathan

09.11.2018 19:34

Task created

N
#2

nathan

09.11.2018 22:07
Just downloaded SQ3. WF Net Profit Stability is there and works...along with many other metrics that aren't in or working in SQX (that I can find or make work at least). Playing around in SQ3, it looks like none of the Walk Forward Stuff in SQX has been completed yet apart from the GUI Skeleton? Is this correct?
TT
#3

Tamas

21.11.2018 10:52

Status changed from New to Fixed


Votes: 0

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