[127]Fitness with monte carlo value confirm, is it bug or not?

Dear SQ team

I find this condition with fitness.
If I choose fitness in ranking option with monte carlo value(95% confidence)
I can't get any value in fitness.(it always zero)
So, I can't ranking my strategy with this value.
Is it not support monte carlo yet? or it is a bug.
Thank you.

Attachments

WeChat _20200506085926.png

(11.83 KiB)

WeChat _20200506085929.png

(489.92 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

fxchess

06.05.2020 03:06

Task created

Tamas

14.05.2020 10:56

Status changed from New to In progress

Tamas

18.05.2020 09:24

Status changed from In progress to Fixed

Attachment fitness.jpg added

Attachment image-1.png added

Only one Fitness is computed for each strategy. The one set on Ranking tab. You can display it in databank by adding column Fitness.

I made some changes in UI to be more clear:

1. Results - > Monte carlo tests ======> removed Fitness column

2. Databank ======> hidden option Backtest from on Manage views dialog

fxchess

18.05.2020 10:04

Attachment WeChat _20200506085929.png added

Dear Tamas

Sorry for that I don't clear my question, I know the fitness in databank but I am not means the fitness in databank.

I mean the fitness in MC result in the left up side, it always zero.

So, I can't ranking it with MC result.

Thank you.

Tamas

18.05.2020 10:35

Fitness is not computed for each confidence level separately. It is computed only for the level set on Ranking tab and can be displayed ONLY in Databank.

It is a bug that Fitness column can be displayed on MC result tab.

fxchess

18.05.2020 14:28

OK, I got it. Thank you very much.

I will pass this column with fitness in MC.

Votes: 0