more IS filtering

very good advance with more OOS filtering, but i am afraid, that we cant set this kind of build process



where i want to have more IS periods


i could set it as a picture, but without more IS filters i cant evaluate this process


please add to ranking options more IS periods as possibility

Attachments
is.jpg
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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

h
#1

hankeys

11.11.2019 18:04

Task created

PK
#2

investor666

11.11.2019 22:00
Voted for this task.
MF
#3

Mark Fric

26.11.2019 09:12

Status changed from New to Refused

refused after discussion with hankeys. 


You can use ISV or OOS to filter by conditions for every separate part.


Stats for IST part are computed only for whole IST part.

The main function of IST part is to evaluate strategies on it and compute fitness required for evolution. You can then use ISV / OOS parts for further filtering.


Votes: +1

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