Anyone know why you always get 2 identical results in the Optimiser?
Juts curious as there is nothing in the manual and I don't get an answer from SQX...
In optimizer running a walk forward for strategy x.y.z I always get 2 results
strategy x.y.x
wf optimization strategy x.y.x
the net profit and equity line of each result is identical.
what is the reason for the 2 results?
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
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MF
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Martin
13.12.2018 15:30
I think you are talking about the strategy which you are optimizing and the other one is one of those possibilities which is an optimization but uses the same parameters. So for example if you are optimizing x value from 1 to 5 and your strategy to optimize has this value set to 3 you would get your main strategy and also the x=1, x=2,x=3 (this one is the same as your main strategy)
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nathan
14.12.2018 11:25Attachment 6_15_306.jpg added
See attached screen shot. For each Walk Forward Optimized strategy, I get 2 results for each strategy. Both identical (equity, parameters). Just curious what the difference/reason is for the two results, there is probably a good one...just curious what it is :)
MF
Mark Fric
21.12.2018 17:42Status changed from New to Fixed
Attachment columns_setup.png added
Attachment optimization_databank.png added
the problem was that in WF result contains also original strategy in SQX and this is the value that was displayed in the databank.
We extended satabank view settings, added an option to set it so that if there is no data of thecolumn value source it will display value from main backtest.
So in our case you should switch to Default - WF view on the top tight corner of databank and it will uset the view seen in the picture.
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