Please remove - MC Retest all strategies pass, while they are not obeying rules

Hi there,

I have tested 63 strategies on 6 MC retests. All 63 pass, but when I check the individual strategies they are not even profitable. Attached a zip with:
- Config file
- sample of the 63 strategies
- MC Retest filters

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Votes 0
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Venus

18.11.2019 20:01

Task created

Venus

18.11.2019 20:06

Attachment 5691 - incorrect MC Retest.zip added

Venus

18.11.2019 22:03

Never mind, i saw an error in filter settings.

Venus

18.11.2019 22:03

Subject changed from MC Retest all strategies pass, while they are not obeying rules to Please remove - MC Retest all strategies pass, while they are not obeying rules

hankeys

19.11.2019 06:53

one advice for your strategies from SQX user:

- you are not using SL in your trading, your strategies has very big open drawdown, its untradable by my opinion

- because of that some strategies are holding positions for years

- how to build portfolio from these strategies...i dont know

are you aware of this?

Venus

19.11.2019 09:24

I was already in doubt what was wrong with these strategies. In my mind I was blaming v125, but good to see it was something else. None of these strategies pass MC retest fortunately, but I couldn't find the cause.

Thanks for the heads up!

Tomas Brynda

19.11.2019 11:47

Status changed from New to Refused

Votes: 0