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[118] Short Only Strategies Can't Be Retested (No Trades Found)

I have a portfolio of long and short only strategies and only the long strategies can be tested. All short only strategies give an error of no trades 
https://screencast.com/t/kipnPrRBa

https://screencast.com/t/CmEe9H1u



This was marked as fixed in 113, however then the bug was the exact opposite where only Long strategies would work. Hopefully, this helps narrow where to look. https://roadmap.strategyquant.com/tasks/sq4_2579

Attachments
Retesting.cfx
Retesting.cfx
(3.20 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

KL
#1

kainc301

04.02.2019 23:48

Task created

o
#2

Enric

12.02.2019 08:18
Voted for this task.
MF
#3

Mark Fric

20.02.2019 10:42

Status changed from New to Waiting for information

I cannot reproduce this task. Retester doesn't care if strategy is long or Short.


If it doesn't trade it it is because the strategy doesn't open any trade s- it could be because of different data or trading options.


Could you send me one of your Short strategies so I can look at it? Did the strategy trade normally in Builder and did you use the same setting also in Retester?

KL
#4

kainc301

20.02.2019 13:57

Attachment EJ_S.str added

Attachment SameError.cfx added

I'll attach an under-performing strategy I made in SQ3. When I test both a good and bad short strategies in SQ4, the result is the same so this does not have to do with the performance of the algorithm. I've tried other short only strategies with different code and that were developed on different markets.


It may be important to note that ll the short only strategies that would not work in SQX came from SQ3. The bad stats screenshot is from SQ3 while the no stats screenshot is from SQX. Tests on SQ3 were done with tick data resolution if you are trying to produce the same results. I am using the data from the Data Manager's CDN so it should match what you have when tested on SQ3.


https://screencast.com/t/IErBhH0ERF2P


https://screencast.com/t/exAIeGtu9

MF
#5

Mark Fric

10.04.2019 10:17
ok, the problem here is in conversion of your SQ3 strategy to SQ X. There is some bug and we'll have to look at it.
TB
#6

Tomas Brynda

25.04.2019 14:47

Status changed from Waiting for information to In progress

TB
#7

Tomas Brynda

06.06.2019 10:46

Status changed from In progress to Fixed

Votes: +1

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