variable data ranges

add this simple setting - tutn ON/OFF variable data ranges

it will work like this
- user will make his own data range distribution, or take one of the predefined


there will be checker to turn on/off variable data ranges


if turned on, it will take to every island different data range distribution, but will keep the ratios between IST/ISV/OOS/no trade - so the ranking criteria should be the same


from pictures is obvisou what i mean, to every isladn will be taken different data ranges for training - result will be more DIVERSIFIED strategies, because they will be trained on different market conditions

Attachments
variable3.jpg
(137.15 KiB)
variable2.jpg
(131.84 KiB)
variable.jpg
(140.65 KiB)
  • Votes +13
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

h
#1

hankeys

20.11.2019 07:52

Task created

h
#2

hankeys

20.11.2019 07:57
Voted for this task.
m
#3

mabi

20.11.2019 23:15
Voted for this task.
l
#4

Loonly

21.11.2019 12:01
Voted for this task.
IH
#5

clonex / Ivan Hudec

21.11.2019 14:15
Voted for this task.
jn
#6

Josef Němeček

29.11.2019 01:40
Voted for this task.
a
#7

Venus

19.12.2019 21:32
Voted for this task.
JK
#8

Insanity82007

06.01.2020 11:22
Voted for this task.
MF
#9

Mark Fric

26.10.2020 11:15

Status changed from New to Archived

m
#10

Martin

17.01.2021 10:27
Voted for this task.
b
#11

bentra

17.01.2021 15:10
Voted for this task.
k
#12

Karish

30.03.2021 22:11
Voted for this task.
k
#13

Karish

30.03.2021 22:15
This is actually a great feature! Would be cool if EACH backtest that SQ makes it will randomly change wow this is super cool i never thought about it, way to go bro!
b
#14

bentra

30.03.2021 22:56
What about migration? The migrated strats will have already seen the OOS of all other islands. 

MF
#15

Marti

30.03.2021 23:29
Voted for this task.
h
#16

hankeys

31.03.2021 06:59
i am not using migration at all
MW
#17

Goon

19.07.2021 02:16
Voted for this task.
HH
#18

Hans

29.07.2021 18:40
Voted for this task.

Votes: +13

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