Different WFM test results

Hello,
The same strategy has different WFM test results.



Attachments
SQX126
(318.91 KiB)
SQX127
(391.25 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

Zbigniew

04.05.2020 10:40

Task created

TT
#2

Tamas

05.05.2020 10:45

Status changed from New to Waiting for information

Can you attach the strategies again? Broken links
m
#3

Zbigniew

05.05.2020 11:08

Attachment Strategy 216171.sqx added

The file is saved in version 126,

Thanks.

m
#4

Zbigniew

11.05.2020 14:08

Attachment Strategy 15102 - SQX126.sqx added

Attachment Strategy 15102 - SQX128.sqx added

Attachment WF Matrix - Strategy 15102 - SQX128.sqx added

Attachment WF Matrix - Strategy 15102 SQX126.sqx added

Attachment WFM-filters.xml added

Hello, There is the same error in SQX128. I attach the WFM results with SQX126 and SQX128 along with the strategies and filter.
TT
#5

Tamas

15.05.2020 14:34

Status changed from Waiting for information to Fixed

Attachment 126.jpg added

It looks that you used different Test precision while generating / retesting the strategies. Please check Data tab -> Precision option.

?
#6

anonymous

15.05.2020 16:27

Attachment EURUSD_H1_216171-128.sqx added

Attachment WF Matrix - EURUSD_H1_216171-128.sqx added

Attachment WFM-filters.xml added

Attachment WF Matrix - EURUSD_H1_216171-sqx126.sqx added

I did as recommended. The error has not disappeared. I think SQX127 and SQX128 do not display the "WF Stability of Avg Profit Per Day" filter after the WFM test. SQX126 doesn't have such problems.
m
#7

Martin

16.05.2020 09:46
Voted for this task.
m
#8

Martin

16.05.2020 09:47
Exactly, I have found that using WF Stability of Avg Profit Per Day is so buggy in B128. I had to go back to B126 because I can't do WFM with B128. It always shows WF Stability of Avg Profit Per Day 0% for any run and any configuration.

Votes: +1

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