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WFM doesn't compute commissions and MAE MFE

In the Walk Forward Matrix it seems that commissions and MAE MFE are not computed, even if they are activated.


Can you solve this bug? it would be very useful


Thanks
Michele
 

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  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

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mp
#1

Michele

10.02.2019 22:43

Attachment 2019-02-10_2208.png added

In the Walk Forward Matrix it seems that commissions and MAE MFE are not computed for the IS Sample, even if they are activated. They are computed in Exact mode but only for OOS Sample

Can you solve this bug? it would be very useful


And can you add the possibility to view and export the "List of Trades" of the other IS Samples, now only the "List of Trades" of the first IS is visible.


Thanks
Michele
MG
#2

maegop

15.02.2019 17:54
Voted for this task.
m
#3

mikeyc

19.02.2019 22:48
Voted for this task.
DR
#4

mentaledge

25.02.2019 11:09
Voted for this task.
k
#5

Karish

25.02.2019 12:22
Voted for this task.
l
#6

ludvick

19.03.2019 12:12
Voted for this task.
MF
#7

Mark Fric

21.08.2019 10:11

Status changed from New to Fixed

Votes: +5

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