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WFM "Recommended Combination" sometimes picks a red cell

As per the title and the attached image and sample strategy.

Attachments

image-0.png

(155.88 KiB)

H1_S_USDJPY_CMC_WFM_1m_100_JK_103179.sqx

(3.02 MiB)

Votes +3
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Insanity82007

19.12.2020 03:35

Task created

Karish

19.12.2020 12:24

Voted for this task.

bentra

19.12.2020 17:04

I think I've seen this reported before. I believe SQX team explanation which is that the selection algo includes all the neighbors too so sometimes the red square is deemed best because of it's good neighbors. By design this will happen occasionally. Its a small (presumably insignificant) cold spot inside the center of the best hot spot.

bentra

19.12.2020 17:05

Voted for this task.

Mark Fric

06.01.2021 09:56

Status changed from New to Refused

it looks for robust combination where (according to your config) in 5 x 5 cells at least 20 out of 25 cells are green, and the recommended combination is then the middle cell, doesn't matter if it is green or red.

The idea is to look for a robust area, not just one cell.

Votes: +3