better evaluation of robustnest tests

for now we have only 1 choice how to evaluate if the strategy is PASSED or FAILED be doing the test with setted ranking



for example i have 1000 strats in databank and want to run test on another 28 pairs to see the profitablity on another markets and set ranking that strategy will be passed if PF is bigger than 1 on min. 5 markets. So far so good, test will be made making 28x1000 tests and evaluated by the setted ranking


BUT i will get for example 500 strats as passed, so i want to tighten the ranking so i want profitability on 10 markets


SO HOW TO DO THAT when i have all 28 pairs still saved in the databank and i want only to evaluate the results with tightened condition?


i have only 1 way - run again the backtest and wait another 500x28 tests


this is a BIG WASTE OF TIME


and i can continue with all MC tests, WFM, SPP - where i want to change for example the ranking criteria, onfidence levels etc. everytime i want to evaluate the tests i need to run another tests, but if i change only the ranking criteria, this is not needed


please add some simple tool, where we can evaluate different rankings and dont need to run the backtests again

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  • Votes +22
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

h
#1

hankeys

28.12.2020 13:41

Task created

h
#2

hankeys

28.12.2020 13:42
Voted for this task.
l
#3

Csaba

28.12.2020 14:31
Voted for this task.
l
#4

Csaba

28.12.2020 14:35
I would like to add my 2 cents also, because I had a similar thought already...

Let say, I made WFM, I have there a criteria and let say, from 30 strategies passed 18. I want also tighten the number of the successful strategies, so I raise the criteria. But I dont want to run again 20.000 * 18 strategies, I just would like to see, how much would have passed if I raise the criteria.

Actually I have to change / load the raised criteria one by one.... Could you solve it somehow, that with 1 click (okay 2 or 3 :)) ) we could change very quick the criteria?
WH
#5

Stormin_Norman

28.12.2020 15:41
This would be a nice feature. Something that allows us to change ranking and/or pass/fail criteria and then reevaluate the strategies based on the runs that have already been calculated on the older rankings.
WH
#6

Stormin_Norman

28.12.2020 15:41
Voted for this task.
b
#7

bentra

28.12.2020 17:33
Voted for this task.
b
#8

bentra

28.12.2020 17:37
Yeah! Nice work! I was thinking of this too recently, a simple re-evaluate button to recheck on filters, recalculate fitness and recheck WFM without running any tests. It might need an undo button in cases where strategies are deleted.
L
#9

Lumen2730

28.12.2020 18:04
Voted for this task.
k
#10

Karish

28.12.2020 19:21
Voted for this task.
AT
#11

AngelTalavera

29.12.2020 01:30
Voted for this task.
m
#12

mabi

29.12.2020 09:06
Voted for this task.
MO
#13

mareko

29.12.2020 11:44
Voted for this task.
AE
#14

Phronesis

01.01.2021 10:37
Voted for this task.
NF
#15

giantj

02.01.2021 05:33
Voted for this task.
a
#16

Venus

10.01.2021 11:22
Voted for this task.
a
#17

Venus

10.01.2021 11:22
Excellent idea, would be a major time saver!
AC
#18

AC1962

10.01.2021 12:38
Voted for this task.
NS
#19

nicksim80

23.04.2021 03:46
Voted for this task.
h
#20

hankeys

24.04.2021 14:03
any news? someone capable of doing this single filtering task?
CG
#21

Chris G

24.04.2021 17:43
Voted for this task.
MF
#22

Marti

28.04.2021 08:33
Voted for this task.
JK
#23

Insanity82007

03.05.2021 02:09
Voted for this task.
JK
#24

Insanity82007

03.05.2021 02:14
This would be AMAZING! 
A "re-evaluate" task instead of a retest task because the stats are already stored in the strategy
HH
#25

Hans

29.07.2021 18:38
Voted for this task.
IN
#26

altenburg90

11.08.2021 04:50
Voted for this task.
LP
#27

hotcabi

14.08.2021 02:14
Voted for this task.
MP
#28

MP

03.12.2023 18:19
Voted for this task.
A
#29

Asoea

02.04.2024 04:48
Voted for this task.

Votes: +22

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