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[Build 126] [ALGW/Retester] Trading options are not transferred to retester

Hello,

* Description:

SQX's embedded ALGW does not transfer trading options to retester.

* Expected result

- Trading options are transferred properly to re-tester.

* Impact: High. ALGW generated strategies produce different results in Re-tester due to "missing" trading option settings.

Steps to reproduce:

1) In SQX's ALGW create new strategy from Examples : SQX->ALGW->Examples->Bearish Divergence->Open (Attached)
2) Adjust Trading options (put some non-default values) as indicated in screenshot: ALGW->Strategies & backtest setting (Attached file)
3) Select Save-->"Save to retester" from top menu
4) Trading options are NOT transferred in Re tester.
- Open Retester
- Select "transferred" strategy in databank
- Edit->Parameters

Trading options are missing (defaults are seen)

* Related:


Thank you.
Attachments
BearishDivergenceExample.sqx
BearishDivergenceExample.sqx
(2.33 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

DB
#1

Enyx

28.01.2020 11:51

Task created

DB
#2

Enyx

28.01.2020 11:53

Attachment StrategyTradingOptions.png added

Adding attachment


DB
#3

Enyx

28.01.2020 11:56
Same problem in "Optimizer"
MF
#4

Mark Fric

16.04.2020 08:59

Status changed from New to Refused

this is intentional. Saving strategy shouldn't change trading options of a Retester.


If you want to do it you can save the startegy to .sqx file, then open it in Retester, go to Results -> Strategy config and click on Apply config

DB
#5

Enyx

18.04.2020 13:47

Hello Marc,


Thank you. I will partially agree.


It's not that strategy setting are not applied as retester configuration (as expected by design) but that these settings are not exported at all from ALGW.


Both "saving to retester" and as you described "save to sqx -> load in retester" render same result.  You cannot apply settings that are missing. Results->Strategy config tab is empty.


As stated it may be related with BUG https://roadmap.strategyquant.com/tasks/sq4_5895


I will kindly ask for confirmation. Thank you.


BR Enyx.

MF
#6

Mark Fric

20.04.2020 08:42
ok, I got you. Yes, settings in AW were not exported to the file, that was aq bug. We fixed it so it will work in the new build.
Votes: 0

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