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Wrong evaluation if I use more OOS

Dear SQ Team

I tried to use more OOS (OOS 1, OOS 2 and OOS 3).
I set up criterias also for OOS 2 and OOS 3 but the software still generates strategies they dont pass these criterias.

As you see in the attached config file, for example the OOS 3 should also have Net profit > 1 USD. But the attached "test" strategy has lower than 1.

Could you check please? Or was I somewhere wrong?

Best regards
Csaba

Attachments

test.cfx

(28.14 KiB)

test.sqx

(50.38 KiB)

Votes +1
Project StrategyQuant X
Type Bug
Status Refused
Priority Normal

History

Csaba

13.02.2021 12:45

Task created

Mark Fric

16.02.2021 10:21

Status changed from New to Waiting for information

sorry, I cannot reproduce it. It never behaves as you describe when I try your project.

Does it still happen to you?

Csaba

16.02.2021 12:41

Hello Marc

Yes, it is the same at me, strange... Of course not all the strategies, but there are a couple where the equity goes downwards in the OOS2 or OOS3...

geektrader

17.02.2021 07:52

Voted for this task.

Mark Fric

23.02.2021 09:19

Status changed from Waiting for information to Refused

I still cannot reproduce it, it is probable the issue was fixed in Build 131 Dev 2.

Please try it again with this build when it will be released, I believe it will work correctly.

Votes: +1