The information of cross check passed or failed multiple columns displayed in databank respectively.

If cross check performs multiple tests at the same time, such as higer backtest precision, Monte Carlo retest methods, Opt.Profile/Sys . Param.Permutation ,Walk-Forward Matrix,Because if a strategy is required to meet all cross check conditions at the same time, the number of developed strategies often is too small, so it can only be considered comprehensively after all tests.At present, only one total result failed or passed is displayed in the databank, which can not reflect whether each cross check has passed or not. This will affect the efficiency of statistical analysis,It is suggested that like the net profit display method in column in view, you can select a strategy information that passed or failed in different cross check backtest, and multiple columns can be displayed in databank respectively.
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passed or failed.jpg
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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4
#1

Jordan

18.03.2021 03:08

Task created


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