[Build 117] filter priority Builder

Builder


build - EURUSD on 3 years IS

  Ranking filter - /trades IS: >30/  (this is filter for bulder?)


on the same task

Cross Check /Retest on additional markets/Setting

Additional backtest 1-  GBPUSD 15 yers

Cross Check /Retest on additional markets/Filtering

/trades IS:>150/  (this is filter for add retest?)


after  Builder - START
Build - filtering - strategies  trades IS:>150 on IS 3 years

now filtering
build on 3 years/ filter >150 trades/
retest on 15 years / filtering >150 trades/

it should be
build on 3 years/ filter >30 trades/
retest on 15 years / filtering >150 trades/
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

r
#1

roman

16.01.2019 16:06

Task created

TT
#2

Tamas

18.01.2019 08:54

Status changed from New to Refused

I do not understand what you are trying to say with this task.


Filters are working fine. If you have a problem with the conditions please attach the config + some printscreens what to check.

r
#3

roman

18.01.2019 10:43

Tvrdim ze pri budovani strategie - ma pouzivat filter ktory je v Ranking karte\ Custom filters\ (napriklad of trades IS:>30) strategiu budujem na 3 rokoch.

V Cross checks (Robustness)\Retest on additional markets\Filtering   ma pouzivat filter len na  Retest on additional markets (napriklad of trades IS:>150).
strategiu retestujem na 15 rokoch.


momentalne uz pri budovani pouzije of trades IS:>150   (respektive hodnotu ktora je vyzsia a ) a nie ako je nastavene of trades IS:>30 (ktora ma platit pre pre renking).


vysledkom je ze prechadzaju strategie ktore maju za 3 roky - 150 ochodov a za 15 rokov 750 obchodov


pritom ma byt spravne - na 3 roky viac ako 30  a na pridavnom teste za 15 rokov viac ako 150


Skuska spravnosti:

nastavim jednoduche pravidla budovania EURUSD, H4, od 2008 do 2010 ako InSamle

v Ranking - Filtering - nastavim prepust viac ako 10 obchodov #of trades IS:>10


vysledkom v Results budu strategie ktore maju v rokoch / 2008-2010 / na EURUSD    od 11 do XXX obchodov

to je v poriadku

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Ak pridam v Cross checks / Retest on additional markets / Additional backtest 1 - GBPUSD, H4, 2003-2018

a v filtering zadam nech prepusti strategie ktore maju viac ako 100 obchodov /#of trades IS:>100/

Tento filter by mal platit len na pridavny test (x Additional markets) - aspon podla mna.


vysledkom v Results budu strategie ktore maju v rokoch / 2008-2010 / na EURUSD    od 101 do XXX obchodov

Nie je to v poriadku -  pretoze prepusta len tie strategie,  ktore maju na 3 rokoch EURUSD viac ako 100 obchodov a pritom som nastavil nech prepusta tie,
ktore maju na 3 rokoch EURUSD viac ako 10 obchodov, a na retese GBPUSD s nastavenim pre tento test.

-----------------------------------------------------

TT
#4

Tamas

18.01.2019 11:55

Status changed from Refused to In progress

Attachment condition.jpg added

Did you set the option "Backtest from" correctly for each condition ?

This option specifies for which data are the conditions evaluated.


Can you attach your config file so I can check your settings?

r
#5

roman

18.01.2019 12:08

Attachment IMG_6757.jpg added

Attachment IMG_6758.jpg added

Attachment IMG_6759.jpg added

in the window I only have these options
r
#6

roman

18.01.2019 12:15

Yes, I only set it to Additionall market 1


-------------------------

Mam to nastavene len pre Additional market 1 - stale sa to chova rovnako nespravne

r
#7

roman

18.01.2019 12:21

Uz je to v poriadku. Mal som to nastavene na Main nie na konkretny test.


Dakujem

TT
#8

Tamas

18.01.2019 12:35

Status changed from In progress to Fixed

Attachment save as projekt.jpg added

V poriadku, neni zaco.


Najblizsie prosim prilozte config projektu ulozenim na dashboarde vid. printscreen


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