WFM Apply params to strategy

I would like request Add a feature to Custom Project Retest Task select and auto apply Params to strategy(if Selected True)
I explain:
Now when WFM Cross check ran on  Custom Project and the results window is opened ,under "Walk Forward Results" tab
it show in "Data" : "Main" as Default result, but if we check at Walk-Forward Matrix Result area it Describe:
"Recommended combination : WF xx runs : xx % OOS, which means: ....."


because i see SQX already know which is the best combination base on the result if Passed ,i think it will be possible to set Under
Data : WF: xx runs:xx %...(Recommended combination as Default) and Apply the Params to the Strategy(if selected True), this way it will be possible to 
Save,export,retest etc.. using any other Custom task block with the recommended params with no manual interaction(which is the main idea of "Custom Project")
I really Hope this can be implemented.
I dont know if this is currently possible with Build 129.302 ,if its please point me to the right direction ,thank you

Attachments
No attachments
  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee Mark Fric
  • Milestone Build 136 Dev 4

History

y
#1

ysame12

31.08.2020 04:40

Task created

MF
#2

Mark Fric

11.09.2020 12:46
similar request: https://roadmap.strategyquant.com/tasks/sq4_6844
k
#3

Karish

29.09.2020 00:16
Voted for this task.
MF
#4

Mark Fric

14.09.2022 10:47

Assignee changed from Mark Fric to Mark Fric

Status changed from New to Duplicate

Milestone changed from None to Build 136 Dev 4

https://roadmap.strategyquant.com/tasks/sq4_9042
E
#5

Emmanuel

14.09.2022 13:14
Voted for this task.
JT
#6

TiNTa

23.11.2022 22:14
Voted for this task.
JT
#7

TiNTa

23.11.2022 22:33
This feature would be really useful, but there is let say unoptimal simplification in marking the best runs/%OOS cluster. If there is multiple best candidates (e.g. 7/9 passed twice) it will automatically chose the one which is closest to the top left corner. So if there is full matrix od passed clusters, the winner allways be cluster [2,2] no mather if matrix is 4x4 or 10x10.
It would be better if there is multiple winners, chose the best not because it is closer to top left, but because it has better parameters e.g. better Stability of RDD (which calculation is also bugged: tasks/sq4_8594), or at least Stability of NP.

Votes: +3

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please