Builder issue: Cross check - Backtest on additional markets -> filtering doesn't work
Filters during cross check on different markets are totally ignored.
To reproduce:
1. Build on symbol 'A' on 2010 to 2019 with a cross check on a additional (different) market 'B' 2015-2019 with some filtering defined for the cross check.
2. Retest resulting strategy on symbol 'B' during 2015-2019 and see if the filtering requirements during the cross check have been respected.
You will see strategies are not passing the same filtering conditions during the retest on the same market 'B' with the same setting as defined during the cross-check in builder.
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Votes +1
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
Kc
Kc
coensio
05.01.2020 12:05Attachment SQX issue cross check additional market test filtering.png added
Kc
Kc
TT
Votes: +1
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