WFO _ Crosschecks apply parameters to strategy do not work in 120

Stopped working in 120 . does work in 119
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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

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m
#1

mabi

22.04.2019 02:47

Task created

m
#2

mabi

23.04.2019 02:30
Could we get an option to set Crosschecks WFO parameters automatically saved to strategy. This way you could use this in costum projects to  automatically test on next periods OOS which could be helpful to figure out which ranking demands would give the highest positive fallout for next unseen period. For example I did some daily strategies and applied the settings manually in 119 ( since 120 is not working) I did have 80% positive fall out in next OOS which was in line with WFO result. But portfolio was flat anyway due to that stopploss size in the failing strategies was hughe.
m
#3

mabi

23.04.2019 02:31
Voted for this task.
TT
#4

Tamas

23.04.2019 07:26

Status changed from New to Fixed


Votes: +1

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