Monte carlo and add market

there is no possibility to test monte carlo and add market robustness at the same time? Because if this is attempted, only MC results are displayed but add market is underestimated.

https://drive.google.com/file/d/1yRYoLFIqtKwL2mxsrtXTWztInYBh8Q6-/view?usp=sharing

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

Rr
#1

Partizanas

03.11.2019 12:50

Task created

TT
#2

Tamas

05.11.2019 09:43

Status changed from New to In progress

MF
#3

Mark Fric

27.11.2019 13:00

Status changed from In progress to Refused

Attachment cc_settings.jpg added

I believe the problem is in your setting.


In retester you have the possibility to configure if you want to run all the cross checks in your strategy, or stop when one check fails to save time.


I see in your video that you have it set to NOT run all cross checks. So the reason why you don't see additional markets is that Monte Carlo cross check failed, and it didn't continue to next crosscheck.


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