WFM task don't aplly Trading option settings
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Votes +3
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
Mark Fric
25.07.2019 13:09Status changed from New to Waiting for information
Note that an option to optimize parameters of Trading options was added to Optimizer in build 122. If you have it turned on then it is a cause for this.
MKquant
26.07.2019 17:06Ano je to tím. Když to vypnu funguje to dle očekávání.
Chyba je podle mě to, že se první backtest strategie před zahájemím WFM udělá bez originálního nastaveníTrading options ze strategie a ukazuje tak zcela jiné výsledky než původní backtest.
MKquant
26.07.2019 17:08The mistake, I think, is that the first backtest strategy before starting WFM is done without the original setting of Trading options from the strategy and shows completely different results than the original backtest.
Tomas Brynda
01.08.2019 13:16Status changed from New to Fixed
The current values are also saved into project config and are applied when testing the original strategy.
Mark Fric
02.08.2019 10:38Status changed from Fixed to In progress
Attachment opt2.jpg added
Attachment opt1.jpg added
Attachment opt3.jpg added
jeste porad je tam chyba. Kdyz mam nastavenu optimalizaci i Trading options parametru a zaroven mam nejake Trading options nastavene v settings a spoustim to na All strategies in databank tak pri testu originalni strategie se nepouziji ty Trading options ze settings.
Kdyz optimalizuji jenom jednu strategii (Select, ne All in databank) tak se pouziji.
Stejne se pouziji kdyz nepovolim optimalizaci Trading options parametru.
Originalni startegie by vzdycky mela byt otestovana s temi nastavenimi ze Settings. A taky kdyz si otevru Strategy config pro WF result mel bych videt Trading options ze settings.
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