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WFM data settings IGNORE no trade periods

Hi guys,



When creating an Optimize Strategies task in a project, using WFM and setting my data to ignore certain "No Trade" periods, this does not work. The WFM optimisation is still including these periods of data.


This is causing havoc with generating "passed" WFM strategies with any CHF pairs because of what happened with the 1.20 peg from Sept 2011 and subsequent removal of the 1.20 peg in Jan 2015 with EURCHF.


Please fix.



Thanks :)

Attachments
Strategy 82154.sqx
Strategy 82154.sqx
(231.81 KiB)
WF Matrix - Strategy 82154.sqx
WF Matrix - Strategy 82154.sqx
(3.37 MiB)
WF Ignore 2.png
WF Ignore 2.png
(338.14 KiB)
WF Ignore 5.png
WF Ignore 5.png
(14.97 KiB)
project.cfx
project.cfx
(30.41 KiB)
WF Ignore 4.png
WF Ignore 4.png
(495.57 KiB)
WF ignore 1.png
WF ignore 1.png
(446.78 KiB)
WF Ignore 3.png
WF Ignore 3.png
(269.73 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

JK
#1

Insanity82007

21.04.2020 10:10

Task created

JK
#2

Insanity82007

22.04.2020 02:46
Voted for this task.
JK
#3

Insanity82007

22.04.2020 02:48

Attachment WF Ignore result.png added

Here's a better example of how far this can go with screwing up optimisations
TT
#4

Tamas

15.05.2020 14:04

Status changed from New to Fixed

There is a bug in Custom projects. 

"Data range parts" should be hidden in UI for Optimize task same as it is in Optimizer.


Data periods are not used in optimizer and we do not plan to add it in the near future.

b
#5

bentra

10.01.2021 18:23
Voted for this task.
Votes: +2

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