[Build 122] Weighted Fitness problem with Portfolio

Hello

Fitness method for "Main data backtest" works fine with all 5 options ("Net Profit", "Ret/DD", "Stability", "Annual Ret%/Max DD%" and Weighted FitnessĀ  combination).
If you have one or more additional market and use for example [Return/DD for Portfolio Fitness] it works properly, but if you select Ret/DD in Weighted Fitness, Fitness method returns always 0,
So I think weighted fitness doesn't work for portfolio, I've checked any combination of ranking criteriums but it returns 0.

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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

b
#1

bit miner

09.03.2019 06:28

Task created

b
#2

bentra

02.07.2019 04:39
Voted for this task.
TT
#3

Tamas

26.08.2019 08:10

Status changed from New to Fixed

Fixed in build 122

Votes: +1

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