Walk Forward Corsscheck using "Exact" and "Real Tick, Real Spread" doesn't work in Retester

Per the title, if you try this in the Retester it doesn't work. Hangs around for a bit, then suddenly completes all tests very quickly (it should take ages) and marks everything as passed - but there are no actual walk forward results in the strategy result themselves.



Walk Forward using  "Exact" and "Real Tick, Real Spread" DOES work in the optimizer, which is good...except in the optimizer the WF optimization filters dont't work (unlike the re-tester) - you cannot add the column "Filter Result" in order to quickly sort and discard strategies....you have to go into each strategy manually one by one and look at the WF results table.


The explanation in the WF settings/ranking (filter) section:


"If filtering is available, you can configure filters the strategy has to pass before it is saved" (to the WF results databank I assume?)


Which I think means instead of then column "Filter Results" (retester) the Optimiser applies the filter at the point strategies are saved to the WF results databank - this would also be a solution, however this does not function either. All strategies are saved, even those that do not meet the filter/robustness conditions.


Personally I would prefer to delete them myself using the "Filter Results" column (pass/fail). I am still getting a feeling for what a good strategy looks like, and like to see what bad ones look like before trashing them by going into the results of a handful of them first.


Anyway, if possible please:


Get WF to work in the re-tester using "Exact" and "Real Tick, Real Spread" 
and/or
Add the column "Filters Result" to the results table/databank in the Optimiser


:)

Attachments
No attachments
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

N
#1

nathan

09.01.2019 10:20

Task created

MF
#2

Mark Fric

18.01.2019 11:13

Status changed from New to Fixed


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