Hi
A significant number of strategies fall off (often) when saved as .csv/.xlsx. One common denominator here seems to be that the higher the fitness, the more likely they are to fall off (yes, very weird). This is a problem in itself, as you are more likely interested in the strategies with the highest fitness than vice versa.
Anyway, please see the attached screenshots. Should be self-explanatory from there (see underlined strategy - fell off in .csv). I did send you log files earlier. Please contact me directly if you need anything else.
Thanks.
Attachment EMPTY Strategy 4461324.sqx added
Status changed from New to In progress
If yes, you have to wait until retest is finished and then save the strategies.
This has nothing to do with the Retester (althought I can't say that it might happen there as well).
It happens all in the Builder.
Thanks.
Can you create some printscreens where we can see the whole SQ screen with builder and opened databank + exported file ?
It can happen in Retester but I have no idea why it does not work in Builder.
What do you mean with “opened data bank” and “exported file”?
Would it perhaps be easier/quicker if emailed me directly to iron this out? There may be some dialogue required here. We could also, for example, do a remote control if that helps?
Thanks.
Attachment SQ error strategy.jpg added
Attachment Strategy 1301048.sqx added
I have a theory why this could be happening. I could, of course, be completely wrong, but it seems like it could have something to do with strategies that are not filtered out correctly. There are a couple of reasons why I think this could be the case. I just ran a number of strategies, where the results tagged a large portion of them with "warnings" such as "too many trades on the same bar", despite my automatic filer being switched on to filter out these trades. For this specific run, there were no empty strategies (which is unusual). For my next run with similar settings, there were no "warnings", but lots of empty strategies. So could it be that in some cases (for whatever reason), the filter fails, but that the strategies somehow come through as an "empty" strategies instead? Also, the average fitness for the empty strategies are typically higher than for the sample, which is symptomatic for strategies with warnings (=they are too good to be true).
Just a thought. Let me know if you need anything in addition and I will post it. I still don't fully understand what you mean with a "printscreen of a opened databank + exported file", so as soon as you have clarified that, I can post it, or any other information you might need.
Thank you.
Attachment SQ view 1.png added
Attachment SQ view 2.png added
See both attached pics.
In the first pic, all systems will appear as legit in the results window (when you click on them however, some will appear as empty).
In the second pic, you can see the results after the view has been switched. As you will note here, some systems are now displayed as "empty", even in this window.
Hope this helps.
Can you please attach your view config ?
\user\settings\views\databanks
Also would be great to attach a log file from the day when it happened.
\user\log\StrategyQuant
Attachment View ALL.vw added
Attachment log_2019_06_10.log added
OK - see attached files.
You could be right, but please note that this does not seem to be a "view specific" issue. It is not like this happens only when I select a specific view. But rather, the problem presents itself when I change views, and this is completely independent of what view I am changing from, and what view I am changing to.
Also, the fact that the filters are not working flawlessly lead me to the hypothesis that it could have something to do with strategies not being filtered out properly at first (see my reasoning above). Again, I could obvioulsy be completely wrong here...
Thanks.
What am I missing?
Thanks.
Do you have teamviewer installed on your pc ?
If the problem is reproducable I can connect and check what happens exactly.
My skype is ttomas22. Can you please contact me so we can solve this problem ?
I'll contact you then.
Thanks.
Pripojil som sa cez TeamViewer na zakaznikov pc kde mal otvoreny SQ.
V builde mal databank Results kde bolo viac tisic strategii s Default view. Kazda mala stats a vsetko vyzeralo ok.
Ked sa prepol na hociktory iny view tak stats boli 0. Ked sa prepol spat na default view stats boli prec.
Ulozil som strategiu do file a pozrel orders.bin ktore maju 0 bytov velkost takze chybaju.
Zakaznik mi pise na skype ze mu to robi na roznych pocitacoch a nevie co s tym.
Stiahol som si od neho vsetky views + build config andre.zip.
Nechal som bezat build s debug mode. Log je pripojeny o task vyssie.
Mozno robi problem ze ma max databank size nastaveny na 10000 ? Build mu bezi viac hodin az dni.
Napada vas nieco ohladom tohoto tasku ? vidite nieco v logu ?
Ma novu default instalacku, ziadne custom snippets
Status changed from In progress to Waiting for information
Attachment migration_rate.jpg added
Can you please test is with migration disabled? Just set Migration rate to 0 as in attached screenshot.
Let me know if it solved the issue for you.
Obviously however, I don't want migration to be set to 0. But at least now it seems like the root of the bug has been defined.
Thanks.
Status changed from Waiting for information to Fixed
It will be fixed in the next build, so you'll be able to use migration, but until now this is the workaround.
I realize now that the issue is not in the transfer of data to .csv/.xlsx. The problem is that the strategies are "empty" of any information.What I mean with this is that the strategies exist, with metrics etc, in the "reults GUI", But when you try to access them (by clicking etc), they contain no information.
See the enclosed screenshot for clarification. A strategy, with trades/metrics etc is highlighted. But the summary above is showing noting.
Hope that helps. Thanks.