Robustness / Alt Market doesn't agree with running test as main data

Hello,

I have attached two config files which I believe should do effectively the same thing.

One tests GBPUSD using it as the symbol for the main data, and the other tests EURUSD as the main data symbol but GBPUSD as an alternative market. I believe I have the filters set identically. For some reason, I get very different results in terms of which of my EURUSD strategies are filtered. (Many more are filtered when using GBPUSD as the main data symbol versus using the robustness check / alt market.)

Thank you.

Attachments

RetestUsingRobustness.cfx

(3.64 KiB)

RetestUsingMainMarket.cfx

(2.17 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

rhartstein

21.05.2019 19:57

Task created

Tomas Brynda

27.11.2019 16:18

Status changed from New to Refused

Hi Rhartstein,

in the config file RetestUsingRobustness I can see there are no conditions defined in Ranking settings tab, but in RetestUsingMainMarket there is Number of trades > 50 and ReturnDDRatio > 1.

That's why strategies get filtered when using RetestUsingMainMarket config.

Best regards,

Tomas

Votes: 0