B125beta - stats for OOS portfolio doesnt work

already reported some problems with portfolio stats - some changes was made, but still doesnt work at 100%

if i click OOS stats - values for strategies will change, but FULL sample button is stil activated

but stats for the whole portfolio doesnt work

from picture its clear

Attachments

portfolio.jpg

(248.40 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

hankeys

03.11.2019 17:06

Task created

hankeys

03.11.2019 17:09

also OOS of portfolio as a graph doesnt work - not fixed https://roadmap.strategyquant.com/tasks/sq4_5524

Tamas

04.11.2019 14:55

Attachment portfolio.jpg added

Can you please attach the problematic strategy? For me portfolio stats are computed correctly.

Problem with chart was fixed. Thanks!

hankeys

04.11.2019 15:16

its because i was trying it on the old B124 strats, and this have sample type only OOS

new B125 has sample type OOS1, etc.

so it doesnt compute the old OOS sample type

hankeys

04.11.2019 15:16

Attachment Merged portfolio.sqx added

Tamas

04.11.2019 17:36

Attachment portfolio.jpg added

I just tried and it works fine. Screenshot attached

hankeys

05.11.2019 08:48

with template "SQ with portfolio"?

Tamas

05.11.2019 08:52

Attachment portfolio.jpg added

Yes, I cannot see any problem there.

hankeys

05.11.2019 09:30

Attachment Merged portfolio.sqx added

try this, this is a portfolio from B124 strategies

#10

Tamas

05.11.2019 10:52

ok, I got it. It will be fixed

Votes: 0