[122] Bug with WFM if I use all strategies in data bank

Dear SQ team
I find a big bug when I use the option "all strategies in data bank" in WFM.
The trading option always reset to the original value to test strategy.

Attachments
2019-07-21_015743.png
(118.03 KiB)
2019-07-21_015613.png
(133.50 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

SC
#1

fxchess

20.07.2019 19:59

Task created

MF
#2

Mark Fric

23.07.2019 12:54

Status changed from New to Waiting for information

sorry, I don't see wtah the error is. 


From your screenshot it is visible that trading options in results are differentthan trading options of original strategy.


Can you attach your Optimizer config and few of these strategies and explain better what you think is an error?

SC
#3

fxchess

23.07.2019 17:10

Attachment 2019-07-23_231021.png added

Attachment WFMTest.cfx added

Dear Mark

Sorry, maybe the picture can't describable what happen.

I mean if I use WFM and I only select one strategy the function " trading option" will setup and run correct according my wish.

But if I have many strategies in data bank and I want to test it with WFM the function "trading option" even I set it correctly it will always reset to the original value automatically.

So, I can't get the correct result with the "trading option". 

JL
#4

denver

25.07.2019 02:47
Voted for this task.
MF
#5

Mark Fric

25.07.2019 10:02

Attachment wfm_auto.jpg added

Steve, isn't the problem that when you are using "All strategies in databank" it uses automatic parameters settings and in your configu you have also Trading options parametrization turned on?


This is a new feature added in Build 122, it was't there before. It means that also Trading option parameters are optimized.

If you disable this option then it will use Trading option sconfiguration in the project.

SC
#6

fxchess

25.07.2019 14:18

Thank you Mark

But sorry about that I know this option but I mean even the original strategy result also use the SQX default trading option.

So, the original strategy test result is wrong, do you know what I mean?

MF
#7

Mark Fric

06.08.2019 13:03

Status changed from Waiting for information to Fixed

I got it now, we fixed it

Votes: +1

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